Optimality in Feller semi-Markov control processes

DOI10.1016/J.ORL.2005.11.005MaRDI QIDQ867940zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

Borel state spacesemi-Markov control models

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

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• Constrained Semi-Markov decision processes with average rewards
• Markov chains and stochastic stability
• Measurable selections of extrema
• Negative Dynamic Programming
• On Semi-Markov Controlled Models with an Average Reward Criterion
• On the Equivalence of Two Expected Average Cost Criteria for Semi-Markov Control Processes
• On the Second Optimality Equation for Semi-Markov Decision Models
• On the optimality equation for average cost Markov control processes with Feller transition probabilities
• Semi-Markov control models with average costs
• Stochastic optimal control. The discrete time case
• Time and Ratio Expected Average Cost Optimality for Semi-Markov Control Processes on Borel Spaces

Cited in

(12)

• 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
• Time and Ratio Expected Average Cost Optimality for Semi-Markov Control Processes on Borel Spaces
• Finite horizon semi-Markov decision processes with application to maintenance systems
• 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
• On the Equivalence of Two Expected Average Cost Criteria for Semi-Markov Control Processes
• Average cost Markov decision processes with semi-uniform Feller transition probabilities
• Optimal stopping time on semi-Markov processes with finite horizon
• Zero-sum average cost semi-Markov games with weakly continuous transition probabilities and a minimax semi-Markov inventory problem
• Average optimality for continuous-time Markov decision processes under weak continuity conditions
• Optimal stopping time on discounted semi-Markov processes

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