# Semi-Markov control models with average costs

Fernando Luque-Vásquez; Onésimo Hernández-Lerma

Applicationes Mathematicae (1999)

- Volume: 26, Issue: 3, page 315-331
- ISSN: 1233-7234

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topLuque-Vásquez, Fernando, and Hernández-Lerma, Onésimo. "Semi-Markov control models with average costs." Applicationes Mathematicae 26.3 (1999): 315-331. <http://eudml.org/doc/219242>.

@article{Luque1999,

abstract = {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.},

author = {Luque-Vásquez, Fernando, Hernández-Lerma, Onésimo},

journal = {Applicationes Mathematicae},

keywords = {average cost; replacement models; semi-Markov control models; policy iteration (or Howard's algorithm)},

language = {eng},

number = {3},

pages = {315-331},

title = {Semi-Markov control models with average costs},

url = {http://eudml.org/doc/219242},

volume = {26},

year = {1999},

}

TY - JOUR

AU - Luque-Vásquez, Fernando

AU - Hernández-Lerma, Onésimo

TI - Semi-Markov control models with average costs

JO - Applicationes Mathematicae

PY - 1999

VL - 26

IS - 3

SP - 315

EP - 331

AB - 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.

LA - eng

KW - average cost; replacement models; semi-Markov control models; policy iteration (or Howard's algorithm)

UR - http://eudml.org/doc/219242

ER -

## References

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