On the Equivalence of Two Expected Average Cost Criteria for Semi-Markov Control Processes

DOI10.1287/moor.1030.0060zbMath1082.60078arXiv1309.4928OpenAlexW2127734854MaRDI QIDQ5704175

Anna Jaśkiewicz

Publication date: 11 November 2005

Published in: Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1309.4928

zbMATH Keywords

semi-Markov control models, Borel state space, average cost optimality equation

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Markov renewal processes, semi-Markov processes (60K15) Markov and semi-Markov decision processes (90C40)

Related Items (13)

Optimality in Feller semi-Markov control processes ⋮ Approximation of noncooperative semi-Markov games ⋮ Computing semi-stationary optimal policies for multichain semi-Markov decision processes ⋮ Finite horizon semi-Markov decision processes with application to maintenance systems ⋮ 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 ⋮ Unnamed Item ⋮ First Passage Exponential Optimality Problem for Semi-Markov Decision Processes ⋮ A Fixed Point Approach to Solve the Average Cost Optimality Equation for Semi-Markov Decision Processes with Feller Transition Probabilities ⋮ A survey of recent results on continuous-time Markov decision processes (with comments and rejoinder) ⋮ Constrained semi-Markov decision processes with ratio and time expected average criteria in Polish spaces ⋮ Condition-based maintenance policies under imperfect maintenance at scheduled and unscheduled opportunities ⋮ Zero-sum ergodic semi-Markov games with weakly continuous transition probabilities

This page was built for publication: On the Equivalence of Two Expected Average Cost Criteria for Semi-Markov Control Processes