Time and Ratio Expected Average Cost Optimality for Semi-Markov Control Processes on Borel Spaces

DOI10.1081/STA-120028693zbMATH Open1114.90476MaRDI QIDQ3155288FDOQ3155288

Authors: Fernando Luque-Vásquez, Óscar Vega-Amaya 

Publication date: 14 January 2005

Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Recommendations

• Sample-path average cost optimality for semi-Markov control processes on Borel spaces: unbounded costs and mean holding times
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• On the Equivalence of Two Expected Average Cost Criteria for Semi-Markov Control Processes

Mathematics Subject Classification ID

Markov renewal processes, semi-Markov processes (60K15) Markov and semi-Markov decision processes (90C40)

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Cited In (7)

• Bayesian estimation of the mean holding time in average semi-Markov control processes
• Continuous-Time Markov Decision Processes with Unbounded Transition and Discounted-Reward Rates
• On the Equivalence of Two Expected Average Cost Criteria for Semi-Markov Control Processes
• Optimality in Feller semi-Markov control processes
• Constrained semi-Markov decision processes with ratio and time expected average criteria in Polish spaces
• Sample-path average cost optimality for semi-Markov control processes on Borel spaces: unbounded costs and mean holding times
• Title not available (Why is that?)

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