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2000 | 27 | 3 | 343-367
Tytuł artykułu

Sample-path average cost optimality for semi-Markov control processes on Borel spaces: unbounded costs and mean holding times

Treść / Zawartość
Warianty tytułu
Języki publikacji
EN
Abstrakty
EN
We deal with semi-Markov control processes (SMCPs) on Borel spaces with unbounded cost and mean holding time. Under suitable growth conditions on the cost function and the mean holding time, together with stability properties of the embedded Markov chains, we show the equivalence of several average cost criteria as well as the existence of stationary optimal policies with respect to each of these criteria.
Rocznik
Tom
27
Numer
3
Strony
343-367
Opis fizyczny
Daty
wydano
2000
otrzymano
1999-11-02
poprawiono
2000-02-28
Twórcy
  • Departamento de Matemáticas, Universidad de Sonora, Blvd. Transversal y Rosales s/n, 83000 Hermosillo, Sonora, México
  • Departamento de Matemáticas, Universidad de Sonora, Blvd. Transversal y Rosales s/n, 83000 Hermosillo, Sonora, México
Bibliografia
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  • [8] A. Federgruen and H. C. Tijms, The optimality equation in average cost denumerable state semi-Markov decision problems. Recurrence conditions and algorithms, J. Appl. Probab. 15 (1978), 356-373.
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  • [10] P. W. Glynn and S. P. Meyn, A Liapunov bound for solutions of Poisson's equation, Ann. Probab. 24 (1996), 916-931.
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  • [16] O. Hernández-Lerma and O. Vega-Amaya, Infinite-horizon Markov control processes with undiscounted cost criteria: from average to overtaking optimality, Appl. Math. (Warsaw) 25 (1998), 153-178.
  • [17] O. Hernández-Lerma, O. Vega-Amaya and G. Carrasco, Sample-path optimality and variance-minimization of average cost Markov control processes, SIAM J. Control Optim., to appear.
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  • [19] M. Kurano, Average optimal adaptive policies in semi-Markov decision processes including an unknown parameter, ibid., 252-266.
  • [20] J. B. Lasserre, Sample-path average optimality for Markov control processes, IEEE Trans. Automat. Control, to appear.
  • [21] S. A. Lippman, Semi-Markov decision processes with unbounded rewards, Management Sci. 19 (1973), 717-731.
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  • [31] O. Vega-Amaya, Markov control processes in Borel spaces: undiscounted cost criteria, doctoral thesis, UAM-Iztapalapa, México, 1998 (in Spanish).
Typ dokumentu
Bibliografia
Identyfikatory
Identyfikator YADDA
bwmeta1.element.bwnjournal-article-zmv27i3p343bwm
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