Arbitrary state semi-Markov decision processes

DOI10.1080/02331938708843260zbMath0631.90083OpenAlexW2008805734MaRDI QIDQ3768705

Kazuyoshi Wakuta

Publication date: 1987

Published in: Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331938708843260

zbMATH Keywords

unbounded rewardsexistence of an optimal stationary policytotal discounted rewardssemi- Markov decision processesuncountable state and action spaces

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

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A semi-Markov inventory control model ⋮ Optimal control of Markov processes with age-dependent transition rates ⋮ Performance analysis for controlled semi-Markov systems with application to maintenance ⋮ Average cost optimal policies for Markov control processes with Borel state space and unbounded costs ⋮ Admission control in a two-class loss system with periodically varying parameters and abandonments ⋮ Semi-Markov decision processes with variance minimization criterion

Cites Work

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• Semi-Markov decision processes with polynomial reward
• On Dynamic Programming with Unbounded Rewards
• Conditions for optimality in dynamic programming and for the limit of n-stage optimal policies to be optimal
• Optimal Plans for Dynamic Programming Problems
• Note—A Note on Dynamic Programming with Unbounded Rewards
• Markovian Decision Processes with Compact Action Spaces
• Discounted Dynamic Programming
• Average cost semi-markov decision processes

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