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
Semi-infinite optimization of controllable processes
β Scribed by E.Y. Rapoport
- Publisher
- Elsevier Science
- Year
- 1997
- Tongue
- English
- Weight
- 343 KB
- Volume
- 30
- Category
- Article
- ISSN
- 0362-546X
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