An approximation approach to ergodic semi-Markov control processes

DOI10.1007/s001860000079zbMath1031.90062OpenAlexW2118598025MaRDI QIDQ1396996

Anna Jaśkiewicz

Publication date: 16 July 2003

Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s001860000079

zbMATH Keywords

Borel state spaceaverage cost optimality equationSemi-Markov control models

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Markov and semi-Markov decision processes (90C40)

Related Items (10)

Time and Ratio Expected Average Cost Optimality for Semi-Markov Control Processes on Borel Spaces ⋮ Optimality in Feller semi-Markov control processes ⋮ Approximation of noncooperative semi-Markov games ⋮ Finite horizon semi-Markov decision processes with application to maintenance systems ⋮ 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 ⋮ Semi-Markov control models with partially known holding times distribution: discounted and average criteria ⋮ A Fixed Point Approach to Solve the Average Cost Optimality Equation for Semi-Markov Decision Processes with Feller Transition Probabilities ⋮ Constrained semi-Markov decision processes with ratio and time expected average criteria in Polish spaces ⋮ Condition-based maintenance policies under imperfect maintenance at scheduled and unscheduled opportunities

This page was built for publication: An approximation approach to ergodic semi-Markov control processes