Semi-Markov control processes with non-compact action spaces and discontinuous costs

Anna Jaśkiewicz. "Semi-Markov control processes with non-compact action spaces and discontinuous costs." Applicationes Mathematicae 36.1 (2009): 29-42. <http://eudml.org/doc/279996>.

@article{AnnaJaśkiewicz2009,
abstract = {We establish the average cost optimality equation and show the existence of an (ε-)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.},
author = {Anna Jaśkiewicz},
journal = {Applicationes Mathematicae},
keywords = {semi-Markov control process; Borel state space; the average cost optimality equation},
language = {eng},
number = {1},
pages = {29-42},
title = {Semi-Markov control processes with non-compact action spaces and discontinuous costs},
url = {http://eudml.org/doc/279996},
volume = {36},
year = {2009},
}

TY - JOUR
AU - Anna Jaśkiewicz
TI - Semi-Markov control processes with non-compact action spaces and discontinuous costs
JO - Applicationes Mathematicae
PY - 2009
VL - 36
IS - 1
SP - 29
EP - 42
AB - We establish the average cost optimality equation and show the existence of an (ε-)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.
LA - eng
KW - semi-Markov control process; Borel state space; the average cost optimality equation
UR - http://eudml.org/doc/279996
ER -