Geodesic
Semi-Markov control processes with non-compact action spaces and discontinuous costs
Anna Ja/skiewicz1
1 Institute of Mathematics and Computer Science Wroc/law University of Technology Wyspia/nskiego 27 50-370 Wroc/law, Poland
Applicationes Mathematicae, Tome 36 (2009) no. 1, pp. 29-42 Cet article a éte moissonné depuis la source Institute of Mathematics Polish Academy of Sciences

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We establish the average cost optimality equation and show the existence of an ($\varepsilon $-)optimal stationary policy for semi-Markov control processes without compactness and continuity assumptions. The only condition we impose on the model is the $V$-geometric ergodicity of the embedded Markov chain governed by a stationary policy.
DOI : 10.4064/am36-1-3
Keywords: establish average cost optimality equation existence varepsilon optimal stationary policy semi markov control processes without compactness continuity assumptions only condition impose model v geometric ergodicity embedded markov chain governed stationary policy

Anna Ja/skiewicz 1

1 Institute of Mathematics and Computer Science Wroc/law University of Technology Wyspia/nskiego 27 50-370 Wroc/law, Poland 
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Anna Ja/skiewicz. Semi-Markov control processes with
 non-compact action spaces and
 discontinuous costs. Applicationes Mathematicae, Tome 36 (2009) no. 1, pp. 29-42. doi: 10.4064/am36-1-3

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