New average optimality conditions for semi-Markov decision processes in Borel spaces (Q438786): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Changed an Item
ReferenceBot (talk | contribs)
Changed an Item
 
(5 intermediate revisions by 4 users not shown)
Property / reviewed by
 
Property / reviewed by: Anna Jaśkiewicz / rank
Normal rank
 
Property / reviewed by
 
Property / reviewed by: Anna Jaśkiewicz / rank
 
Normal rank
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1007/s10957-012-9986-8 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W1967276139 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Semi-Markov control models with average costs / rank
 
Normal rank
Property / cites work
 
Property / cites work: SEMI-MARKOV DECISION PROCESSES AND THEIR APPLICATIONS IN REPLACEMENT MODELS / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4315289 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4223191 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Uniformization for semi-Markov decision processes under stationary policies / rank
 
Normal rank
Property / cites work
 
Property / cites work: The optimality equation in average cost denumerable state semi-Markov decision problems, recurrency conditions and algorithms / rank
 
Normal rank
Property / cites work
 
Property / cites work: Denumerable state semi-Markov decision processes with unbounded costs, average cost criterion / rank
 
Normal rank
Property / cites work
 
Property / cites work: Denumerable Undiscounted Semi-Markov Decision Processes with Unbounded Rewards / rank
 
Normal rank
Property / cites work
 
Property / cites work: Constrained Semi-Markov decision processes with average rewards / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3313617 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5615108 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Iterative solution of the functional equations of undiscounted Markov renewal programming / rank
 
Normal rank
Property / cites work
 
Property / cites work: Average Cost Semi-Markov Decision Processes and the Control of Queueing Systems / rank
 
Normal rank
Property / cites work
 
Property / cites work: An approximation approach to ergodic semi-Markov control processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the Equivalence of Two Expected Average Cost Criteria for Semi-Markov Control Processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimality in Feller semi-Markov control processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Fixed Point Approach to Solve the Average Cost Optimality Equation for Semi-Markov Decision Processes with Feller Transition Probabilities / rank
 
Normal rank
Property / cites work
 
Property / cites work: Average optimality for continuous-time Markov decision processes in Polish spaces / rank
 
Normal rank
Property / cites work
 
Property / cites work: Average optimality for Markov decision processes in borel spaces: a new condition and approach / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4863593 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4255598 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Continuous-time Markov decision processes. Theory and applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: New sufficient conditions for average optimality in continuous-time Markov decision processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: First passage models for denumerable semi-Markov decision processes with nonnegative discounted costs / rank
 
Normal rank
Property / cites work
 
Property / cites work: Computable bounds for geometric convergence rates of Markov chains / rank
 
Normal rank
links / mardi / namelinks / mardi / name
 

Latest revision as of 11:54, 5 July 2024

scientific article
Language Label Description Also known as
English
New average optimality conditions for semi-Markov decision processes in Borel spaces
scientific article

    Statements

    New average optimality conditions for semi-Markov decision processes in Borel spaces (English)
    0 references
    0 references
    0 references
    31 July 2012
    0 references
    This paper deals with semi-Markov decision processes on a Borel space with the so-called ratio-average expected cost criterion. The objective is to provide a set of conditions under which there exists an optimal stationary policy. The key assumption is that the so-called relative difference of the optimal discounted cost value function is bounded by integrable two functions. Further, the authors make use of the well-known \textit{P. J. Schweitzer's} data transformation [J. Math. Anal. Appl. 34, 495--501 (1971; Zbl 0218.90070)] and analyze two optimality inequalities. The optimal policy is obtained as a selector of the minima in one of the inequalities. Similar techniques of semi-Markov decision processes with unbounded cost functions were used by different authors, see for example [\textit{F. Luque-Vásquez} and \textit{O. Hernández-Lerma}, Appl. Math. 26, No. 3, 315--331 (1999; Zbl 1050.90566)]; [\textit{A. Jaśkiewicz}, Math. Methods Oper. Res. 54, No. 1, 1--19 (2001; Zbl 1031.90062)]; [\textit{A. Federgruen}, \textit{P. J. Schweitzer} and \textit{H. C. Tijms}, Math. Oper. Res. 8, 298--313 (1983; Zbl 0513.90085)].
    0 references
    semi-Markov decision process
    0 references
    ratio-average cost criterion
    0 references
    optimality inequality
    0 references
    optimal stationary policy
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers