Denumerable state semi-Markov decision processes with unbounded costs, average cost criterion

DOI10.1016/0304-4149(79)90034-6zbMath0422.90084OpenAlexW2035663218MaRDI QIDQ1134019

Arie Hordijk, H. C. Tijsm, Awi Federgruen

Publication date: 1979

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://ir.cwi.nl/pub/307

zbMATH Keywords

inventorystochastic dynamic programmingsemi-Markov decision processoptimal stationary policyqueuing theoryoptimality equationdenumerable state spaceaverage costsexistence of a finite solutionsingle ergodic setunbounded one-step costsuniform integrability assumptions

Mathematics Subject Classification ID

Minimax problems in mathematical programming (90C47) Stochastic programming (90C15) Markov and semi-Markov decision processes (90C40)

Related Items (20)

Markov decision processes with a minimum-variance criterion ⋮ Optimal control of Markov processes with age-dependent transition rates ⋮ An expected average reward criterion ⋮ Estimation and control in discounted stochastic dynamic programming ⋮ Elimination of eanlomization in semi-Markov decision models with average cost criterion ⋮ New average optimality conditions for semi-Markov decision processes in Borel spaces ⋮ Denumerable semi-Markov decision chains with small interest rates ⋮ Continuous time Markov decision programming with average reward criterion and unbounded reward rate ⋮ Non-Stationary Semi-Markov Decision Processes on a Finite Horizon ⋮ Semi-Markov decision processes with a reachable state-subset ⋮ SEMI-MARKOV DECISION PROCESSES ⋮ Optimal threshold probability and expectation in semi-Markov decision processes ⋮ Unnamed Item ⋮ Controlled semi-Markov models under long-run average rewards ⋮ Average Cost Semi-Markov Decision Processes and the Control of Queueing Systems ⋮ Optimal adaptive control of priority assignment in queueing systems ⋮ Long-term average cost control problems for continuous time Markov processes: A survey ⋮ Adaptive control of service in queueing systems ⋮ Continuity of mean recurrence times in denumerable semi-Markov processes ⋮ Stationary policies and Markov policies in Borel dynamic programming

Cites Work

• The asymptotic behaviour of the minimal total expected cost for the denumerable state Markov decision model
• Markov decision chains with unbounded costs and applications to the control of queues
• The optimality equation in average cost denumerable state semi-Markov decision problems, recurrency conditions and algorithms
• A note on simultaneous recurrence conditions on a set of denumerable stochastic matrices
• Stationary Markovian Decision Problems and Perturbation Theory of Quasi-Compact Linear Operators
• Optimal decision procedures for finite Markov chains. Part III: General convex systems
• A Note on Memoryless Rules for Controlling Sequential Control Processes
• Markovian Sequential Replacement Processes
• Denumerable State Markovian Decision Processes-Average Cost Criterion
• An Example in Denumerable Decision Processes
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Denumerable state semi-Markov decision processes with unbounded costs, average cost criterion