Computing semi-stationary optimal policies for multichain semi-Markov decision processes

DOI10.1007/s10479-017-2686-xzbMath1437.60060OpenAlexW2761910993MaRDI QIDQ2177806

Prasenjit Mondal

Publication date: 6 May 2020

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

Full work available at URL: https://doi.org/10.1007/s10479-017-2686-x

zbMATH Keywords

linear programmingsemi-Markov decision processeslimiting ratio average rewardmultichain structurepure optimal semi-stationary policies

Mathematics Subject Classification ID

Markov renewal processes, semi-Markov processes (60K15) Markov and semi-Markov decision processes (90C40) Applications of Markov renewal processes (reliability, queueing networks, etc.) (60K20)

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