Optimality in Feller semi-Markov control processes
From MaRDI portal
Publication:867940
DOI10.1016/J.ORL.2005.11.005zbMATH Open1112.90091OpenAlexW2000526014MaRDI QIDQ867940FDOQ867940
Authors: Anna Jaskiewicz, Andrzej S. Nowak 
Publication date: 19 February 2007
Published in: Operations Research Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.orl.2005.11.005
Recommendations
- Time and Ratio Expected Average Cost Optimality for Semi-Markov Control Processes on Borel Spaces
- On the optimality equation for average cost Markov control processes with Feller transition probabilities
- A Fixed Point Approach to Solve the Average Cost Optimality Equation for Semi-Markov Decision Processes with Feller Transition Probabilities
- Sample-path average cost optimality for semi-Markov control processes on Borel spaces: unbounded costs and mean holding times
- Semi-Markov control models with average costs
Cites Work
- Markov chains and stochastic stability
- Title not available (Why is that?)
- Title not available (Why is that?)
- Stochastic optimal control. The discrete time case
- Title not available (Why is that?)
- Computable bounds for geometric convergence rates of Markov chains
- Measurable selections of extrema
- Average Cost Semi-Markov Decision Processes and the Control of Queueing Systems
- On the Second Optimality Equation for Semi-Markov Decision Models
- Constrained Semi-Markov decision processes with average rewards
- Title not available (Why is that?)
- Semi-Markov control models with average costs
- Title not available (Why is that?)
- An approximation approach to ergodic semi-Markov control processes
- On the Equivalence of Two Expected Average Cost Criteria for Semi-Markov Control Processes
- On the optimality equation for average cost Markov control processes with Feller transition probabilities
- Negative Dynamic Programming
- On Semi-Markov Controlled Models with an Average Reward Criterion
- Time and Ratio Expected Average Cost Optimality for Semi-Markov Control Processes on Borel Spaces
Cited In (11)
- Zero-sum average cost semi-Markov games with weakly continuous transition probabilities and a minimax semi-Markov inventory problem
- Finite horizon semi-Markov decision processes with application to maintenance systems
- Average optimality for continuous-time Markov decision processes under weak continuity conditions
- On the Equivalence of Two Expected Average Cost Criteria for Semi-Markov Control Processes
- New average optimality conditions for semi-Markov decision processes in Borel spaces
- A Fixed Point Approach to Solve the Average Cost Optimality Equation for Semi-Markov Decision Processes with Feller Transition Probabilities
- On the optimality equation for average cost Markov control processes with Feller transition probabilities
- Zero-sum ergodic semi-Markov games with weakly continuous transition probabilities
- Optimal stopping time on discounted semi-Markov processes
- Optimal stopping time on semi-Markov processes with finite horizon
- Time and Ratio Expected Average Cost Optimality for Semi-Markov Control Processes on Borel Spaces
This page was built for publication: Optimality in Feller semi-Markov control processes
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q867940)
