Solution of the unconditional extremum problem for a linear-fractional integral functional on a set of probability measures

DOI10.1134/S1064562416050161zbMath1359.60068MaRDI QIDQ512507

Petr V. Shnurkov

Publication date: 27 February 2017

Published in: Doklady Mathematics (Search for Journal in Brave)

zbMATH Keywords

probability measuressemi-Markov processoptimal control strategylinear-fractional integral functionalunconditional extremum problem

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Fractional programming (90C32) Optimal stochastic control (93E20) Markov renewal processes, semi-Markov processes (60K15) Markov and semi-Markov decision processes (90C40) Existence of optimal solutions to problems involving randomness (49J55)

Uses Software

• WinGULF

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Analysis of the problem of continuous-product inventory control under deterministic lead time
• Linear-fractional programming. Theory, methods, applications and software.
• Semi-Markov control models with average costs
• Sample-path average cost optimality for semi-Markov control processes on Borel spaces: unbounded costs and mean holding times
• Markov-Renewal Programming. I: Formulation, Finite Return Models