Controlled semi-Markov models under long-run average rewards

DOI10.1016/0378-3758(89)90113-4zbMath0683.49003MaRDI QIDQ1824853

Rabi N. Bhattacharya, Mukul K. 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)90113-4

zbMATH Keywords

dynamic programming equation; stationary optimal policies; general semi- markov models

Mathematics Subject Classification ID

93E20: Optimal stochastic control

60K20: Applications of Markov renewal processes (reliability, queueing networks, etc.)

49J55: Existence of optimal solutions to problems involving randomness

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