A Fixed Point Approach to Solve the Average Cost Optimality Equation for Semi-Markov Decision Processes with Feller Transition Probabilities
From MaRDI portal
Publication:5438317
DOI10.1080/03610920701270980zbMath1187.90309OpenAlexW2128315061MaRDI QIDQ5438317
Publication date: 23 January 2008
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610920701270980
Related Items
New average optimality conditions for semi-Markov decision processes in Borel spaces, Semi-Markov control processes with unknown holding times distribution under an average cost criterion, Solutions of the average cost optimality equation for Markov decision processes with weakly continuous kernel: the fixed-point approach revisited, Semi-Markov control models with partially known holding times distribution: discounted and average criteria, On a continuous solution to the Bellman-Poisson equation in stochastic games, Admission control in a two-class loss system with periodically varying parameters and abandonments, Zero-sum ergodic semi-Markov games with weakly continuous transition probabilities, Ergodic impulse control with constraint: locally compact case, Zero-sum average cost semi-Markov games with weakly continuous transition probabilities and a minimax semi-Markov inventory problem
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Markov chains and stochastic stability
- On the optimality equation for average cost Markov control processes with Feller transition probabilities
- Optimality in Feller semi-Markov control processes
- Computable bounds for geometric convergence rates of Markov chains
- An approximation approach to ergodic semi-Markov control processes
- Average Cost Semi-Markov Decision Processes and the Control of Queueing Systems
- On Semi-Markov Controlled Models with an Average Reward Criterion
- Constrained Semi-Markov decision processes with average rewards
- Minimax Control of Discrete-Time Stochastic Systems
- Average Optimality in Dynamic Programming with General State Space
- On Markov Games with Average Reward Criterion and Weakly Continuous Transition Probabilities
- On the Equivalence of Two Expected Average Cost Criteria for Semi-Markov Control Processes
