Semi-Markov control processes with non-compact action spaces and discontinuous costs

• Autorzy: Anna Jaśkiewicz
• Języki publikacji: EN

Abstrakty

EN

We establish the average cost optimality equation and show the existence of an (ε-)optimal stationary policy for semi-Markov control processes without compactness and continuity assumptions. The only condition we impose on the model is the V-geometric ergodicity of the embedded Markov chain governed by a stationary policy.

Kategorie tematyczne

• 60K15: Markov renewal processes, semi-Markov processes

• Wydawca: Institute of Mathematics Polish Academy of Sciences
• Czasopismo: Applicationes Mathematicae
• Rocznik: 2009
• Tom: 36
• Numer: 1
• Strony: 29-42

Daty

wydano

2009

Twórcy

autor

Anna Jaśkiewicz

• Institute of Mathematics and Computer Science, Wrocław University of Technology, Wyspiańskiego 27, 50-370 Wrocław, Poland

Identyfikatory

DOI

10.4064/am36-1-3