The Annals of Statistics, Vol. 4, No. 6 (Nov., 1976), pp. 1219-1235 (17 pages) The paper deals with continuous time Markov decision processes on a fairly general state space. The rewards are ...
Bunches of individual customers approach a single servicing facility according to a stationary compound Poisson process. The resulting waiting line process is studied in continuous time by the method ...
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