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Controlled semi-Markov processes

✍ Scribed by L. G. Gubenko; É. S. Shtatland


Publisher
Springer US
Year
1974
Tongue
English
Weight
365 KB
Volume
8
Category
Article
ISSN
1573-8337

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Optimality in Feller semi-Markov control
✍ Anna Jaśkiewicz; Andrzej S. Nowak 📂 Article 📅 2006 🏛 Elsevier Science 🌐 English ⚖ 180 KB

Semi-Markov control processes with Borel state space and Feller transition probabilities are considered. The objective of the paper is to prove coincidence of two expected average costs: the time-average and the ratio-average for stationary policies. Moreover, the optimal stationary policy is the sa