Semi-Markov control models with average costs

DOI10.4064/am-26-3-315-331zbMath1050.90566OpenAlexW1530129810MaRDI QIDQ4522972

Onésimo Hernández-Lerma, Fernando Luque-Vásquez

Publication date: 7 January 2001

Published in: Applicationes Mathematicae (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/219242

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Markov and semi-Markov decision processes (90C40)

Related Items

Bayesian estimation of the mean holding time in average semi-Markov control processes, Controlled semi-Markov chains with risk-sensitive average cost criterion, On Some Ergodic Impulse Control Problems with Constraint, Optimality in Feller semi-Markov control processes, Average criteria in denumerable semi-Markov decision chains under risk-aversion, New average optimality conditions for semi-Markov decision processes in Borel spaces, Semi-Markov control processes with unknown holding times distribution under an average cost criterion, Discrete-time hybrid control in Borel spaces: average cost optimality criterion, Solution of the unconditional extremum problem for a linear-fractional integral functional on a set of probability measures, A Poisson equation for the risk-sensitive average cost in semi-Markov chains, Semi-Markov control models with partially known holding times distribution: discounted and average criteria, Asymptotic Normality of Discrete-Time Markov Control Processes, Solutions of semi-Markov control models with recursive discount rates and approximation by $\epsilon-$optimal policies, Ergodic impulse control with constraint: locally compact case