Optimality of Piecewise-Constant Policies in Semi-Markov Decision Chains

DOI10.1137/0322046zbMath0545.90100OpenAlexW2055612839MaRDI QIDQ3337245

L. Cantaluppi

Publication date: 1984

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0322046

zbMATH Keywords

necessary and sufficient optimality conditionsinfinite-horizonstationary policyfinite-state semi-Markov processnonstationary policiesexpected total or discounted reward

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Queueing theory (aspects of probability theory) (60K25) Queues and service in operations research (90B22) Reliability, availability, maintenance, inspection in operations research (90B25) Inventory, storage, reservoirs (90B05) Markov renewal processes, semi-Markov processes (60K15) Markov and semi-Markov decision processes (90C40)

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Markov Branching Decision Chains with Interest-Rate-Dependent Rewards ⋮ Computation of optimal policies in discounted semi-Markov decision chains

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