Semi-Markov control models with average costs
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Publication:4522972
DOI10.4064/AM-26-3-315-331zbMath1050.90566OpenAlexW1530129810MaRDI QIDQ4522972
Onésimo Hernández-Lerma, Fernando Luque-Vásquez
Publication date: 7 January 2001
Published in: Applicationes Mathematicae (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/219242
Related Items (14)
Bayesian estimation of the mean holding time in average semi-Markov control processes ⋮ Controlled semi-Markov chains with risk-sensitive average cost criterion ⋮ On Some Ergodic Impulse Control Problems with Constraint ⋮ Optimality in Feller semi-Markov control processes ⋮ Average criteria in denumerable semi-Markov decision chains under risk-aversion ⋮ New average optimality conditions for semi-Markov decision processes in Borel spaces ⋮ Semi-Markov control processes with unknown holding times distribution under an average cost criterion ⋮ Discrete-time hybrid control in Borel spaces: average cost optimality criterion ⋮ Solution of the unconditional extremum problem for a linear-fractional integral functional on a set of probability measures ⋮ A Poisson equation for the risk-sensitive average cost in semi-Markov chains ⋮ Semi-Markov control models with partially known holding times distribution: discounted and average criteria ⋮ Asymptotic Normality of Discrete-Time Markov Control Processes ⋮ Solutions of semi-Markov control models with recursive discount rates and approximation by $\epsilon-$optimal policies ⋮ Ergodic impulse control with constraint: locally compact case
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