Wyniki wyszukiwania

Sortuj według:

Ogranicz wyniki do:

Semi-Markov control models with average costs

100%

Luque-Vásquez F., Hernández-Lerma O.

Applicationes Mathematicae

1999

tom 26

nr 3

315-331

This paper studies semi-Markov control models with Borel state and control spaces, and unbounded cost functions, under the average cost criterion. Conditions are given for (i) the existence of a solution to the average cost optimality equation, and for (ii) the existence of strong optimal control policies. These conditions are illustrated with a semi-Markov replacement model.

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

100%

Vega-Amaya O., Luque-Vásquez F.

Applicationes Mathematicae

2000

tom 27

nr 3

343-367

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.

Ograniczanie wyników

2 Applicationes Mathematicae

2 Luque-Vásquez F.

1 Hernández-Lerma O.

1 Vega-Amaya O.

1 2000

1 1999

Wyniki wyszukiwania

Semi-Markov control models with average costs

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