Controlled semi-Markov models - the discounted case
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DOI10.1016/0378-3758(89)90053-0zbMATH Open0673.93089OpenAlexW2043883663MaRDI QIDQ1121237FDOQ1121237
Rabi Bhattacharya, Mukul Majumdar
Publication date: 1989
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0378-3758(89)90053-0
Existence of optimal solutions to problems involving randomness (49J55) Applications of Markov renewal processes (reliability, queueing networks, etc.) (60K20) Optimal stochastic control (93E20)
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Cited In (19)
- Dynamic programming for non-additive stochastic objectives
- A note on the economic management of inventory or resource under stochastic prices
- Partially Observable Semi-Markov Games with Discounted Payoff
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- Semiparametric Bayesian estimation of dynamic discrete choice models
- Intergenerational long-term effects of preschool-structural estimates from a discrete dynamic programming model
- Recursive utility and the Ramsey problem
- Semi-Markov control processes with unknown holding times distribution under a discounted criterion
- Performance analysis for controlled semi-Markov systems with application to maintenance
- Stochastic optimal growth with bounded or unbounded utility and with bounded or unbounded shocks
- Optimal threshold probability and expectation in semi-Markov decision processes
- Duality and liquidity constraints under uncertainty
- Average cost optimal policies for Markov control processes with Borel state space and unbounded costs
- Two person zero-sum semi-Markov games with unknown holding times distribution on one side: A discounted payoff criterion
- Solutions of semi-Markov control models with recursive discount rates and approximation by $\epsilon-$optimal policies
- Controlled semi-Markov models under long-run average rewards
- Semi-additive functionals of semi-Markov processes and measure-valued Poisson equation
- On the Second Optimality Equation for Semi-Markov Decision Models
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