New average optimality conditions for semi-Markov decision processes in Borel spaces
DOI10.1007/S10957-012-9986-8zbMATH Open1266.90190OpenAlexW1967276139MaRDI QIDQ438786FDOQ438786
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
semi-Markov decision processoptimality inequalityoptimal stationary policyratio-average cost criterion
Optimality conditions and duality in mathematical programming (90C46) Markov and semi-Markov decision processes (90C40)
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Cited In (13)
- 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
- 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
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- 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
- A risk minimization problem for finite horizon semi-Markov decision processes with loss rates
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