Semi-Markov decision processes with limiting ratio average rewards

DOI10.1016/J.JMAA.2017.06.017zbMath1425.90129OpenAlexW2624792266MaRDI QIDQ2013120

Prasenjit Mondal, Sagnik Sinha

Publication date: 3 August 2017

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmaa.2017.06.017

zbMATH Keywords

semi-Markov decision processlimiting ratio average payoffsemi-stationary policy

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

Related Items (5)

Optimal stopping time on semi-Markov processes with finite horizon ⋮ On the Second Optimality Equation for Semi-Markov Decision Models ⋮ Computing semi-stationary optimal policies for multichain semi-Markov decision processes ⋮ Semi-stationary Equilibrium Strategies in Non-cooperative N-person Semi-Markov Games ⋮ Semi-Markov decision processes with vector pay-offs

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• Markov-Renewal Programming. I: Formulation, Finite Return Models
• Discrete Dynamic Programming
• On Sequential Control Processes
• On Average Reward Semi-Markov Decision Processes with a General Multichain Structure

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