New Average Optimality Conditions for Semi-Markov Decision Processes in Borel Spaces
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DOI: 10.1007/s10957-012-9986-8
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- Anna Jaśkiewicz, 2001. "An approximation approach to ergodic semi-Markov control processes," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 54(1), pages 1-19, October.
- Federgruen, A. & Hordijk, A. & Tijms, H. C., 1979. "Denumerable state semi-Markov decision processes with unbounded costs, average cost criterion," Stochastic Processes and their Applications, Elsevier, vol. 9(2), pages 223-235, November.
- Liuer Ye & Xianping Guo, 2010. "New sufficient conditions for average optimality in continuous-time Markov decision processes," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 72(1), pages 75-94, August.
- A. Jaśkiewicz, 2004. "On the Equivalence of Two Expected Average Cost Criteria for Semi-Markov Control Processes," Mathematics of Operations Research, INFORMS, vol. 29(2), pages 326-338, May.
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Cited by:
- Gabriel Zayas-Cabán & Mark E. Lewis, 2020. "Admission control in a two-class loss system with periodically varying parameters and abandonments," Queueing Systems: Theory and Applications, Springer, vol. 94(1), pages 175-210, February.
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Keywords
Semi-Markov decision processes; Average cost criterion; New optimality condition; Average optimality two-inequality approach; Optimal stationary policy;All these keywords.
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