Semi-Markov control processes with unknown holding times distribution under a discounted criterion

DOI10.1007/S001860400406zbMath1114.90143OpenAlexW2064714113MaRDI QIDQ2573781

Fernando Luque-Vásquez, J. Adolfo Minjárez-Sosa

Publication date: 24 November 2005

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

Full work available at URL: https://doi.org/10.1007/s001860400406

zbMATH Keywords

Adaptive controlAsymptotic optimalityDiscounted cost criterionSemi-Markov control processes

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Optimal stochastic control (93E20) Markov and semi-Markov decision processes (90C40)

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