Optimality in Feller semi-Markov control processes

DOI10.1016/j.orl.2005.11.005zbMath1112.90091OpenAlexW2000526014MaRDI QIDQ867940

Anna Jaśkiewicz, Andrzej S. Nowak

Publication date: 19 February 2007

Published in: Operations Research Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.orl.2005.11.005

zbMATH Keywords

Borel state spacesemi-Markov control models

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

Related Items (8)

Optimal stopping time on semi-Markov processes with finite horizon ⋮ Finite horizon semi-Markov decision processes with application to maintenance systems ⋮ New average optimality conditions for semi-Markov decision processes in Borel spaces ⋮ A Fixed Point Approach to Solve the Average Cost Optimality Equation for Semi-Markov Decision Processes with Feller Transition Probabilities ⋮ Optimal stopping time on discounted semi-Markov processes ⋮ Zero-sum ergodic semi-Markov games with weakly continuous transition probabilities ⋮ Average optimality for continuous-time Markov decision processes under weak continuity conditions ⋮ Zero-sum average cost semi-Markov games with weakly continuous transition probabilities and a minimax semi-Markov inventory problem

Cites Work

• Markov chains and stochastic stability
• On the optimality equation for average cost Markov control processes with Feller transition probabilities
• Stochastic optimal control. The discrete time case
• Computable bounds for geometric convergence rates of Markov chains
• An approximation approach to ergodic semi-Markov control processes
• Measurable selections of extrema
• Time and Ratio Expected Average Cost Optimality for Semi-Markov Control Processes on Borel Spaces
• Average Cost Semi-Markov Decision Processes and the Control of Queueing Systems
• On Semi-Markov Controlled Models with an Average Reward Criterion
• On the Second Optimality Equation for Semi-Markov Decision Models
• Constrained Semi-Markov decision processes with average rewards
• Semi-Markov control models with average costs
• Negative Dynamic Programming
• On the Equivalence of Two Expected Average Cost Criteria for Semi-Markov Control Processes
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Optimality in Feller semi-Markov control processes