New average optimality conditions for semi-Markov decision processes in Borel spaces

DOI10.1007/S10957-012-9986-8zbMATH Open1266.90190OpenAlexW1967276139MaRDI QIDQ438786FDOQ438786

Authors Qingda Wei, Xianping Guo 

Publication date 31 July 2012

Published in Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10957-012-9986-8

zbMATH Keywords

semi-Markov decision processoptimality inequalityoptimal stationary policyratio-average cost criterion

Mathematics Subject Classification ID

Optimality conditions and duality in mathematical programming (90C46) Markov and semi-Markov decision processes (90C40)

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Cited In (15)

• The Borel state space semi-Markov decision process with expected total rewards in a semi-Markov environment
• Average optimal switching of a Markov chain with a Borel state space
• Discrete-time hybrid control in Borel spaces: average cost optimality criterion
• On the vanishing discount factor approach for Markov decision processes with weakly continuous transition probabilities
• Constrained semi-Markov decision processes with ratio and time expected average criteria in Polish spaces
• Elimination of eanlomization in semi-Markov decision models with average cost criterion
• First Passage Exponential Optimality Problem for Semi-Markov Decision Processes
• A minimization problem of the risk probability in first passage semi-Markov decision processes with loss rates
• Admission control in a two-class loss system with periodically varying parameters and abandonments
• Title not available (Why is no real title available?)
• Semi-Markov decision processes with variance minimization criterion
• Time and Ratio Expected Average Cost Optimality for Semi-Markov Control Processes on Borel Spaces
• Average optimality for Markov decision processes in borel spaces: a new condition and approach
• Another set of verifiable conditions for average Markov decision processes with Borel spaces.
• A risk minimization problem for finite horizon semi-Markov decision processes with loss rates

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