On the optimal long run control of Markov renewal processes

DOI10.1016/0022-247X(71)90023-0zbMath0195.16301MaRDI QIDQ2539132

Ulrich G. Haussmann

Publication date: 1971

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

zbMATH Keywords

control theory

Mathematics Subject Classification ID

Optimal stochastic control (93E20)

Cites Work

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• Linear programming algorithms for semi-Markovian decision processes
• On Sequential Decisions and Markov Chains
• Denumerable State Markovian Decision Processes-Average Cost Criterion
• On the Separation Theorem of Stochastic Control
• A Solution to a Countable System of Equations Arising in Markovian Decision Processes
• Arbitrary State Markovian Decision Processes
• Surveillance Problems: Poisson Process under Costly Surveillance
• Markov renewal theory

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