Optimality in Feller semi-Markov control processes

Operations Research Letters

Volumn 34, Issue 6, 2006, Pages 713-718

  Jaśkiewicz, Anna ^a   Nowak, Andrzej S ^b  

^a WROCLAW UNIVERSITY OF TECHNOLOGY   (Poland)

^b UNIVERSITY OF ZIELONA GÓRA   (Poland)

Author keywords

Borel state space; Semi Markov control models

Indexed keywords

COSTS; MARKOV PROCESSES; MATHEMATICAL MODELS; PROBABILITY;

AVERAGE COSTS; BOREL STATE SPACE; FELLER TRANSITION PROBABILITIES; SEMI-MARKOV CONTROL MODELS;

OPERATIONS RESEARCH;

EID: 33747360413     PISSN: 01676377     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.orl.2005.11.005     Document Type: Article

References (19)

1. Bertsekas D.P., and Shreve S.E. Stochastic Optimal Control: The Discrete Time Case (1978), Academic Press, New York
2. Brown L.D., and Purves R. Measurable selections of extrema. Ann. Stat. 1 (1973) 902-912
3. Feinberg E.A. Constrained semi-Markov decision processes with average rewards. Math. Methods Oper. Res. 39 (1994) 257-288
4. Hernández-Lerma O., and Lasserre J.B. Further Topics on Discrete-Time Markov Control Process (1999), Springer, New York
5. Hernández-Lerma O., and Luque-Vásquez F. Semi-Markov control models with average costs. Appl. Math. (Warsaw) 26 (1999) 315-331
6. Jaśkiewicz A. An approximation approach to ergodic semi-Markov control processes. Math. Methods Oper. Res. 54 (2001) 1-19
7. Jaśkiewicz A. On the equivalence of two expected average cost criteria for semi-Markov control processes. Math. Oper. Res. 29 (2004) 326-338
8. Jaśkiewicz A., and Nowak A.S. On the optimality equation for average cost Markov control processes with Feller transition probabilities. J. Math. Anal. Appl. 316 (2006) 495-509
9. Luque-Vásquez F., and Vega-Amaya O. Time and ratio expected average cost optimality for semi-Markov control processes on Borel spaces. Commun. Stat.-Theory Methods 33 (2004) 715-734
10. Meyn S.P., and Tweedie R.L. Markov Chains and Stochastic Stability (1993), Springer, New York
11. Meyn S.P., and Tweedie R.L. Computable bounds for geometric convergence rates of Markov chains. Ann. Appl. Probab. 4 (1994) 981-1011
12. Mine H., and Osaki S. Markovian Decision Processes (1970), Elsevier, New York
13. Neveu J. Mathematical Foundations of the Calculus of Probability (1965), Holden-Day, San Francisco
14. Ross S.M. Applied Probability Models with Optimization Applications (1970), Holden-Day, San Francisco
15. Schäl M. On the second optimality equation for semi-Markov decision models. Math. Oper. Res. 17 (1992) 470-486
16. Sennott L.I. Average cost semi-Markov decision processes and the control of queueing system. Probab. Eng. Informational Sci. 3 (1989) 247-272
17. Serfozo R. Convergence of Lebesgue integrals with varying measures. Sankhyã, Ser. A 44 (1982) 380-402
18. Strauch R.E. Negative dynamic programming. Ann. Stat. 37 (1966) 871-890
19. Yushkevich A. On semi-Markov controlled models with an average reward criterion. Theory Probab. Appl. 26 (1981) 796-803