Time-average optimal constrained semi-Markov decision processes

DOI10.2307/1427303zbMath0602.90135OpenAlexW1967435431MaRDI QIDQ3738958

Keith W. Ross, Frederick J. Beutler

Publication date: 1986

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

Full work available at URL: https://doi.org/10.2307/1427303

zbMATH Keywords

Lagrange multiplierconstrained optimizationbang-bang controlsemi-Markov decision processaverage time criteriumoptimal strategy existence

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Queues and service in operations research (90B22) Dynamic programming (90C39) Optimal stochastic control (93E20) Markov and semi-Markov decision processes (90C40)

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