Adaptive Policies for Markov Renewal Programs
Fox, Bennett L. ; Rolph, John E.
Ann. Statist., Tome 1 (1973) no. 2, p. 334-341 / Harvested from Project Euclid
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We recast a class of denumerable-state, infinite-action Markov renewal programs with unknown parameters as one-state programs with actions corresponding to stationary policies in the original program. Under suitable conditions we find an adaptive (nonstationary) optimal policy in the sense of maximizing long-run expected reward per unit time.
Publié le : 1973-03-14
Classification:  
@article{1176342370,
     author = {Fox, Bennett L. and Rolph, John E.},
     title = {Adaptive Policies for Markov Renewal Programs},
     journal = {Ann. Statist.},
     volume = {1},
     number = {2},
     year = {1973},
     pages = { 334-341},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176342370}
}

Fox, Bennett L.; Rolph, John E. Adaptive Policies for Markov Renewal Programs. Ann. Statist., Tome 1 (1973) no. 2, pp.  334-341. http://gdmltest.u-ga.fr/item/1176342370/