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

DOI10.1007/s10957-012-9986-8zbMath1266.90190OpenAlexW1967276139MaRDI QIDQ438786

Xianping Guo, Qingda Wei

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 processoptimal stationary policyoptimality inequalityratio-average cost criterion

Mathematics Subject Classification ID

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

Related Items (8)

A minimization problem of the risk probability in first passage semi-Markov decision processes with loss rates ⋮ A risk minimization problem for finite horizon semi-Markov decision processes with loss rates ⋮ First Passage Exponential Optimality Problem for Semi-Markov Decision Processes ⋮ 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 ⋮ Admission control in a two-class loss system with periodically varying parameters and abandonments ⋮ Semi-Markov decision processes with variance minimization criterion

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