Semi-Markov control models with average costs

• Autorzy: Fernando Luque-Vásquez , Onésimo Hernández-Lerma
• Języki publikacji: EN

Abstrakty

EN

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.

Słowa kluczowe

EN

average cost; replacement models; semi-Markov control models; policy iteration (or Howard's algorithm)

• Wydawca: Institute of Mathematics Polish Academy of Sciences
• Czasopismo: Applicationes Mathematicae
• Rocznik: 1999
• Tom: 26
• Numer: 3
• Strony: 315-331

Daty

wydano

1999

otrzymano

1998-12-10

poprawiono

1999-04-15

Twórcy

autor

Fernando Luque-Vásquez

• Departamento de Matemáticas, Universidad de Sonora, Blvd. Transversal y Rosales s/n, 83000 Hermosillo Sonora, México

autor

Onésimo Hernández-Lerma

• Departamento de Matemáticas, CINVESTAV-IPN, A. postal 14-740, México D.F. 07000, México

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