Controlled semi-Markov models - the discounted case

DOI10.1016/0378-3758(89)90053-0zbMath0673.93089OpenAlexW2043883663MaRDI QIDQ1121237

Rabi N. Bhattacharya, Mukul K. Majumdar

Publication date: 1989

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0378-3758(89)90053-0

zbMATH Keywords

semi-Markov modelsdynamic programming equationsstationary optimal policies

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Applications of Markov renewal processes (reliability, queueing networks, etc.) (60K20) Existence of optimal solutions to problems involving randomness (49J55)

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