Semi-Markov control models with partially known holding times distribution: discounted and average criteria

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Denumerable Undiscounted Semi-Markov Decision Processes with Unbounded Rewards
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Iterative solution of the functional equations of undiscounted Markov renewal programming
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Semi-Markov control models with average costs
Semi-Markov control processes with unknown holding times distribution under a discounted criterion
Semi-Markov control processes with unknown holding times distribution under an average cost criterion
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Cited in

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Customizing exponential semi-Markov decision processes under the discounted cost criterion
Semi-Markov control processes with unknown holding times distribution under an average cost criterion
Zero-sum average cost semi-Markov games with weakly continuous transition probabilities and a minimax semi-Markov inventory problem
Discounted robust control for Markov diffusion processes
Semi-Markov control processes with unknown holding times distribution under a discounted criterion
Bayesian estimation of the mean holding time in average semi-Markov control processes
Semi-Markov control models with average costs
Control systems of interacting objects modeled as a game against nature under a mean field approach
Controlled Switching Diffusions Under Ambiguity: The Average Criterion
Time-varying Markov decision processes with state-action-dependent discount factors and unbounded costs
On the use of stochastic differential games against nature to ergodic control problems with unknown parameters

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