𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Optimal control in light traffic Markov decision processes

✍ Scribed by Ger Koole; Olaf Passchier


Publisher
Springer
Year
1997
Tongue
English
Weight
623 KB
Volume
45
Category
Article
ISSN
0340-9422

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


Optimality in Feller semi-Markov control
✍ Anna JaΕ›kiewicz; Andrzej S. Nowak πŸ“‚ Article πŸ“… 2006 πŸ› Elsevier Science 🌐 English βš– 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

β€œSuper-overtaking” optimal policies for
✍ Evgueni Gordienko πŸ“‚ Article πŸ“… 1997 πŸ› Elsevier Science 🌐 English βš– 386 KB

In this paper we study the average cost optimization problem for discrete-time Markov control processes on Borel space with possibly un bounded costs. Under proper ergodicity assumptions we show the existence of stationary policies for which asymptotic (as N ~ oo) behavior of some functions of N-hor