An optimal sequential policy for controlling a Markov renewal process

DOI10.2307/3213776zbMath0564.90091OpenAlexW2314002062MaRDI QIDQ3678998

John M. McNamara

Publication date: 1985

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3213776

zbMATH Keywords

stopping problemrenewal reward processeslong-term average rate of rewardMarkov process with continuation costoptimal sequential policy

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05) Markov and semi-Markov decision processes (90C40) General biology and biomathematics (92B05)

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Lagrangean Methods and Optimal Stopping ⋮ Policy Improvement and the Newton–Raphson Algorithm for Renewal Reward Processes

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