Semi-Markov control processes with unknown holding times distribution under an average cost criterion

DOI10.1007/s00245-009-9086-9zbMath1197.93154OpenAlexW2020374110MaRDI QIDQ1959683

Luz del Carmen Rosas-Rosas, Fernando Luque-Vásquez, J. Adolfo Minjárez-Sosa

Publication date: 7 October 2010

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00245-009-9086-9

zbMATH Keywords

statistical estimationoptimal policysemi-Markov control processesaverage cost criterionvalue iteration algorithm

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Estimation and detection in stochastic control theory (93E10)

Related Items (3)

Semi-Markov control models with partially known holding times distribution: discounted and average criteria ⋮ Solutions of semi-Markov control models with recursive discount rates and approximation by $\epsilon-$optimal policies ⋮ Time-varying Markov decision processes with state-action-dependent discount factors and unbounded costs

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