Pełnotekstowe zasoby PLDML oraz innych baz dziedzinowych są już dostępne w nowej Bibliotece Nauki.
Zapraszamy na https://bibliotekanauki.pl
Preferencje help
Polish version English version Język
Widoczny [Schowaj] Abstrakt
Liczba wyników

Znaleziono wyników: 3

Liczba wyników na stronie
first rewind previous Strona / 1 next fast forward last

Wyniki wyszukiwania

help Sortuj według:

help Ogranicz wyniki do:
first rewind previous Strona / 1 next fast forward last
1
Content available remote

Sample path average optimality of Markov control processes with strictly unbounded cost

100%
Vega-Amaya O.
Applicationes Mathematicae
|
1999
|
tom 26
|
nr 4
363-381
EN
We study the existence of sample path average cost (SPAC-) optimal policies for Markov control processes on Borel spaces with strictly unbounded costs, i.e., costs that grow without bound on the complement of compact subsets. Assuming only that the cost function is lower semicontinuous and that the transition law is weakly continuous, we show the existence of a relaxed policy with 'minimal' expected average cost and that the optimal average cost is the limit of discounted programs. Moreover, we show that if such a policy induces a positive Harris recurrent Markov chain, then it is also sample path average (SPAC-) optimal. We apply our results to inventory systems and, in a particular case, we compute explicitly a deterministic stationary SPAC-optimal policy.
2
Content available remote

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

63%
Vega-Amaya O., Luque-Vásquez F.
Applicationes Mathematicae
|
2000
|
tom 27
|
nr 3
343-367
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.
3
Content available remote

Infinite-horizon Markov control processes with undiscounted cost criteria: from average to overtaking optimality

63%
Hernández-Lerma O., Vega-Amaya O.
Applicationes Mathematicae
|
1998-1999
|
tom 25
|
nr 2
153-178
EN
We consider discrete-time Markov control processes on Borel spaces and infinite-horizon undiscounted cost criteria which are sensitive to the growth rate of finite-horizon costs. These criteria include, at one extreme, the grossly underselective average cost
first rewind previous Strona / 1 next fast forward last
JavaScript jest wyłączony w Twojej przeglądarce internetowej. Włącz go, a następnie odśwież stronę, aby móc w pełni z niej korzystać.