# Questions tagged [markov-decision-process]

For questions related to Markov decision processes (MDPs), which model decision making in time-varying and usually stochastic environments.

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### Equilibria in two player, finite horizon, zero sum stochastic game

Suppose we have a two player, finite horizon, zero sum stochastic game (a.k.a. "competitive MDP"). The game is defined over a finite set of state $S$. At each decision epoch $t\in\{1,\dots,T\}$ (for ...
79 views

### Queuing Theoretic Model with Memory

Consider a telephone company which receives call request at some arrival rate and serves each request with some service rate. This can be modeled using a Poisson Process. However I wish to model the ...
74 views

### Can I use an MDP for a stochastic inventory model when my demand distribution is non-stationary?

Most formulations of Markov Decision Processes for stochastic inventory models I've come across assume a fixed demand distribution. But in my case I have a time series forecast with a non stationary ...
1k views

### Number of aircraft to operate in an airline company

Suppose that an airline company has X planes, in general the companies keep a number of these aircraft (say 80% of X) in reserve in case of hazards. My question is how the airline companies compute ...
78 views

### Model or State Uncertainty in Queueing Model due to uncertain arrival rate

Introduction I am currently modelling a scenario where two queues need to be served by a single server in a non preemptive discipline. I am quite sorted on generating the optimal policy via Value or ...
156 views

### Algorithm for workforce scheduling for call volumes

I am trying to solve a workforce scheduling and optimization problem. Available data: daily level forecasted call volumes, shift schedules, resource utilization at the aggregate level, AHT at ...
490 views

### Infinite horizon versus finite horizon MDP

When can we approximate a finite horizon MDP with infinite horizon? Can we use infinite horizon stochastic shortest path problem on a directed acyclic graph?
144 views

### For the solution of complex gaming are we to leave behind approximation and fixed algorithms in favor of agents?

For an evolutionary extensive form game is the use of multi-agent systems a necessity or can more traditional approximate Nash equilibria and mean-field interactions suffice? Few games can be ...