Semi-Markov control models with average costs
From MaRDI portal
Publication:4522972
Recommendations
- Semi-Markov and Jump Markov Controlled Models: Average Cost Criterion
- Controlled semi-Markov chains with risk-sensitive average cost criterion
- Controlled semi-Markov models under long-run average rewards
- scientific article; zbMATH DE number 4031437
- scientific article; zbMATH DE number 825218
- Semi-Markov control processes with unknown holding times distribution under an average cost criterion
- On the Equivalence of Two Expected Average Cost Criteria for Semi-Markov Control Processes
- Average Cost Semi-Markov Decision Processes and the Control of Queueing Systems
- scientific article; zbMATH DE number 3920234
- Semi-Markov control models with partially known holding times distribution: discounted and average criteria
Cited in
(30)- Bayesian estimation of the mean holding time in average semi-Markov control processes
- Relations between discounted models and average models for semi-Markov decision processes
- Discrete-time hybrid control in Borel spaces: average cost optimality criterion
- On the Equivalence of Two Expected Average Cost Criteria for Semi-Markov Control Processes
- Solutions of semi-Markov control models with recursive discount rates and approximation by \(\epsilon\)-optimal policies.
- Optimality in Feller semi-Markov control processes
- New average optimality conditions for semi-Markov decision processes in Borel spaces
- Ergodic impulse control with constraint: locally compact case
- The model of stochastic control and applications
- scientific article; zbMATH DE number 825218 (Why is no real title available?)
- Semi-Markov control processes with unknown holding times distribution under an average cost criterion
- Controlled semi-Markov chains with risk-sensitive average cost criterion
- SEMI-MARKOV DECISION PROCESSES AND THEIR APPLICATIONS IN REPLACEMENT MODELS
- An approximation approach to ergodic semi-Markov control processes
- On some ergodic impulse control problems with constraint
- Elimination of eanlomization in semi-Markov decision models with average cost criterion
- Average criteria in denumerable semi-Markov decision chains under risk-aversion
- A Poisson equation for the risk-sensitive average cost in semi-Markov chains
- On zero-sum two person perfect information semi-Markov games
- Asymptotic normality of discrete-time Markov control processes
- scientific article; zbMATH DE number 825219 (Why is no real title available?)
- scientific article; zbMATH DE number 3920234 (Why is no real title available?)
- scientific article; zbMATH DE number 790731 (Why is no real title available?)
- Sample-path average cost optimality for semi-Markov control processes on Borel spaces: unbounded costs and mean holding times
- Controlled semi-Markov models - the discounted case
- Semi-Markov control models with partially known holding times distribution: discounted and average criteria
- Time and Ratio Expected Average Cost Optimality for Semi-Markov Control Processes on Borel Spaces
- Solution of the unconditional extremum problem for a linear-fractional integral functional on a set of probability measures
- Average Cost Semi-Markov Decision Processes and the Control of Queueing Systems
- Controlled semi-Markov models under long-run average rewards
This page was built for publication: Semi-Markov control models with average costs
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4522972)
