Optimality in Feller semi-Markov control
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Anna Jaśkiewicz; Andrzej S. Nowak
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Article
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2006
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Elsevier Science
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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