Geodesic
Semi-Markov control models with average costs
Applicationes Mathematicae, Tome 26 (1999) no. 3, pp. 315-331 Cet article a éte moissonné depuis la source Institute of Mathematics Polish Academy of Sciences

Voir la notice de l'article

This paper studies semi-Markov control models with Borel state and control spaces, and unbounded cost functions, under the average cost criterion. Conditions are given for (i) the existence of a solution to the average cost optimality equation, and for (ii) the existence of strong optimal control policies. These conditions are illustrated with a semi-Markov replacement model.
DOI : 10.4064/am-26-3-315-331
Keywords: average cost, replacement models, semi-Markov control models, policy iteration (or Howard's algorithm)

Fernando Luque-Vásquez 1 ; Onésimo Hernández-Lerma 1

1 
@article{10_4064_am_26_3_315_331,
     author = {Fernando Luque-V\'asquez and On\'esimo Hern\'andez-Lerma},
     title = {Semi-Markov control models with average costs},
     journal = {Applicationes Mathematicae},
     pages = {315--331},
     year = {1999},
     volume = {26},
     number = {3},
     doi = {10.4064/am-26-3-315-331},
     zbl = {1050.90566},
     language = {en},
     url = {http://geodesic.mathdoc.fr/articles/10.4064/am-26-3-315-331/}
}
TY  - JOUR
AU  - Fernando Luque-Vásquez
AU  - Onésimo Hernández-Lerma
TI  - Semi-Markov control models with average costs
JO  - Applicationes Mathematicae
PY  - 1999
SP  - 315
EP  - 331
VL  - 26
IS  - 3
UR  - http://geodesic.mathdoc.fr/articles/10.4064/am-26-3-315-331/
DO  - 10.4064/am-26-3-315-331
LA  - en
ID  - 10_4064_am_26_3_315_331
ER  - 
%0 Journal Article
%A Fernando Luque-Vásquez
%A Onésimo Hernández-Lerma
%T Semi-Markov control models with average costs
%J Applicationes Mathematicae
%D 1999
%P 315-331
%V 26
%N 3
%U http://geodesic.mathdoc.fr/articles/10.4064/am-26-3-315-331/
%R 10.4064/am-26-3-315-331
%G en
%F 10_4064_am_26_3_315_331
Fernando Luque-Vásquez; Onésimo Hernández-Lerma. Semi-Markov control models with average costs. Applicationes Mathematicae, Tome 26 (1999) no. 3, pp. 315-331. doi: 10.4064/am-26-3-315-331

Cité par Sources :