most citedEfficient Fully Sequential Indifference-Zone Procedures Using Properties of Multidimensional Brownian Motion Exiting a Sphere

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math.OC2026

QPLEX Decision Processes: Formulation via Nonlinear Markov Chains and Optimization via Policy Gradients

Antonius B. Dieker, Steven T. Hackman, Zitong Wang +1

We introduce a QPLEX Decision Process (QDP) as a model for dynamic control of queueing systems with non-stationary arrivals, general service distributions, and service-level chance…