Semi-Markov control models with partially known holding times distribution: discounted and average criteria

DOI10.1007/s10440-011-9605-yzbMath1254.90293OpenAlexW2048652243MaRDI QIDQ538382

Fernando Luque-Vásquez, Luz del Carmen Rosas-Rosas, J. Adolfo Minjárez-Sosa

Publication date: 25 May 2011

Published in: Acta Applicandae Mathematicae (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10440-011-9605-y

zbMATH Keywords

games against naturediscounted and average cost criteriaminimax control systemssemi-Markov control processes

Mathematics Subject Classification ID

Minimax problems in mathematical programming (90C47) Optimal stochastic control (93E20) Markov and semi-Markov decision processes (90C40)

Related Items (7)

Controlled Switching Diffusions Under Ambiguity: The Average Criterion ⋮ Control systems of interacting objects modeled as a game against nature under a mean field approach ⋮ Customizing exponential semi-Markov decision processes under the discounted cost criterion ⋮ Time-varying Markov decision processes with state-action-dependent discount factors and unbounded costs ⋮ Discounted robust control for Markov diffusion processes ⋮ On the use of stochastic differential games against nature to ergodic control problems with unknown parameters ⋮ Zero-sum average cost semi-Markov games with weakly continuous transition probabilities and a minimax semi-Markov inventory problem

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