Geodesic
Semi-Markov control models with average costs
Applicationes Mathematicae, Tome 26 (1999) no. 3, pp. 315-331.

Voir la notice de l'article provenant de la source Institute of Mathematics Polish Academy of Sciences

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 
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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. http://geodesic.mathdoc.fr/articles/10.4064/am-26-3-315-331/

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