Zero-sum average cost semi-Markov games with weakly continuous transition probabilities and a minimax semi-Markov inventory problem
From MaRDI portal
Publication:2118998
DOI10.1007/s10440-022-00470-5zbMath1484.91036OpenAlexW4210968696MaRDI QIDQ2118998
Mauricio Castro-Enríquez, Óscar Vega-Amaya, Fernando Luque-Vásquez
Publication date: 23 March 2022
Published in: Acta Applicandae Mathematicae (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10440-022-00470-5
Related Items (1)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Robust Markov control processes
- Semi-Markov control models with partially known holding times distribution: discounted and average criteria
- On the optimality equation for average cost Markov control processes with Feller transition probabilities
- Optimality in Feller semi-Markov control processes
- Zero-sum ergodic semi-Markov games with weakly continuous transition probabilities
- The average cost optimality equation: a fixed point approach
- Solutions of the average cost optimality equation for Markov decision processes with weakly continuous kernel: the fixed-point approach revisited
- Redundant data transmission in control/estimation over lossy networks
- Optimal Power Management in Wireless Control Systems
- Average optimality for Markov decision processes in borel spaces: a new condition and approach
- Zero-Sum Ergodic Stochastic Games with Feller Transition Probabilities
- Measurable Selection Theorems for Minimax Stochastic Optimization Problems
- Infinite-horizon Markov control processes with undiscounted cost criteria: from average to overtaking optimality
- Minimax Control of Discrete-Time Stochastic Systems
- Zero-Sum Average Semi-Markov Games: Fixed-Point Solutions of the Shapley Equation
- On the Regularity Property of Semi-Markov Processes with Borel State Spaces
- Zero-Sum Semi-Markov Games
- Sample-Path Optimality and Variance-Minimization of Average Cost Markov Control Processes
- Fatou's Lemma in Its Classical Form and Lebesgue's Convergence Theorems for Varying Measures with Applications to Markov Decision Processes
- A Fixed Point Approach to Solve the Average Cost Optimality Equation for Semi-Markov Decision Processes with Feller Transition Probabilities
This page was built for publication: Zero-sum average cost semi-Markov games with weakly continuous transition probabilities and a minimax semi-Markov inventory problem