Optimal solutions fo constrained discounted semi-Markov control problems

MaRDI QIDQ378503zbMATH OpenFDO

Authors Juan González-Hernández, César Emilio Villarreal-Rodríguez

Publication date 11 November 2013

Published in Boletín de la Sociedad Matemática Mexicana. Third Series (Search for Journal in Brave)

zbMATH Keywords

performance indexPolish spacesemi-Markov decision processstochastic kernel

Mathematics Subject Classification ID

Applications of operator theory in optimization, convex analysis, mathematical programming, economics (47N10) Applications of operator theory in probability theory and statistics (47N30) Markov renewal processes, semi-Markov processes (60K15) Markov and semi-Markov decision processes (90C40)

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Cited in

(4)

• Constrained optimality for finite horizon semi-Markov decision processes in Polish spaces
• Constrained and unconstrained optimal discounted control of piecewise deterministic Markov processes
• The $\mathcal{H}_2$-optimal Control Problem of CSVIU Systems: Discounted, Counterdiscounted, and Long-Run Solutions
• Solutions of semi-Markov control models with recursive discount rates and approximation by \(\epsilon\)-optimal policies.

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