Semi-Markov control models with average costs

DOI10.4064/AM-26-3-315-331zbMATH Open1050.90566OpenAlexW1530129810MaRDI QIDQ4522972FDOQ4522972

Authors: Fernando Luque-Vásquez, Onésimo Hernández-Lerma 

Publication date: 7 January 2001

Published in: Applicationes Mathematicae (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/219242

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Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40) Optimal stochastic control (93E20)

Cited In (29)

• 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
• On the Equivalence of Two Expected Average Cost Criteria for Semi-Markov Control Processes
• Discrete-time hybrid control in Borel spaces: average cost optimality criterion
• Solutions of semi-Markov control models with recursive discount rates and approximation by \(\epsilon\)-optimal policies.
• Optimality in Feller semi-Markov control processes
• Ergodic impulse control with constraint: locally compact case
• New average optimality conditions for semi-Markov decision processes in Borel spaces
• The model of stochastic control and applications
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• SEMI-MARKOV DECISION PROCESSES AND THEIR APPLICATIONS IN REPLACEMENT MODELS
• Semi-Markov control processes with unknown holding times distribution under an average cost criterion
• Average criteria in denumerable semi-Markov decision chains under risk-aversion
• Controlled semi-Markov chains with risk-sensitive average cost criterion
• On some ergodic impulse control problems with constraint
• Elimination of eanlomization in semi-Markov decision models with average cost criterion
• An approximation approach to ergodic semi-Markov control processes
• Asymptotic normality of discrete-time Markov control processes
• A Poisson equation for the risk-sensitive average cost in semi-Markov chains
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• 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

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