Denumerable Undiscounted Semi-Markov Decision Processes with Unbounded Rewards

DOI10.1287/MOOR.8.2.298MaRDI QIDQ3659555zbMATH OpenOpenAlexFDO

Authors Awi Federgruen, Paul J. Schweitzer, Henk Tijms

Publication date 1983

Published in Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/020c3d56efa52984f29da56397cc92dbc883bea4

zbMATH Keywords

application of a fixed point theoremaverage return per unit timecountable state spaceinventory modeloptimality equationsrecurrence conditionreplacement modelsolution existence proofunbounded rewardsundiscounted semi-Markov decision models

Mathematics Subject Classification ID

Fixed-point and coincidence theorems (topological aspects) (54H25) Inventory, storage, reservoirs (90B05) Reliability, availability, maintenance, inspection in operations research (90B25) Dynamic programming (90C39) Markov and semi-Markov decision processes (90C40) Applications of mathematical programming (90C90)

Cited in

(21)

• A forecast horizon and a stopping rule for general Markov decision processes
• Conditions for existence of average and Blackwell optimal stationary policies in denumerable Markov decision processes
• An expected average reward criterion
• Recent results on conditions for the existence of average optimal stationary policies
• Denumerable semi-Markov decision chains with small interest rates
• On strong average optimality of Markov decision processes with unbounded costs
• The value iteration method for countable state Markov decision processes
• Controlled semi-Markov models under long-run average rewards
• Policy iteration type algorithms for recurrent state Markov decision processes
• Semi-Markov control processes with unknown holding times distribution under an average cost criterion
• Optimal control of Markov processes with age-dependent transition rates
• Constrained semi-Markov decision processes with ratio and time expected average criteria in Polish spaces
• Time and Ratio Expected Average Cost Optimality for Semi-Markov Control Processes on Borel Spaces
• A Fixed Point Approach to Undiscounted Markov Renewal Programs
• Average Cost Semi-Markov Decision Processes and the Control of Queueing Systems
• Optimality equations and sensitive optimality in bounded Markov decision processes¹
• New average optimality conditions for semi-Markov decision processes in Borel spaces
• Non-stationary semi-Markov decision processes on a finite horizon
• Semi-Markov control models with partially known holding times distribution: discounted and average criteria
• Recent developments in single product, discrete-time, capacitated production-inventory systems.
• Optimal threshold probability and expectation in semi-Markov decision processes

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