Semi-Markov control processes with non-compact action spaces and discontinuous costs
Anna Jaśkiewicz
Applicationes Mathematicae, Tome 36 (2009), p. 29-42 / Harvested from The Polish Digital Mathematics Library
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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.

Publié le : 2009-01-01
EUDML-ID : urn:eudml:doc:279996 
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     title = {Semi-Markov control processes with non-compact action spaces and discontinuous costs},
     journal = {Applicationes Mathematicae},
     volume = {36},
     year = {2009},
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     zbl = {1173.60028},
     language = {en},
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Anna Jaśkiewicz. Semi-Markov control processes with non-compact action spaces and discontinuous costs. Applicationes Mathematicae, Tome 36 (2009) pp. 29-42. http://gdmltest.u-ga.fr/item/bwmeta1.element.bwnjournal-article-doi-10_4064-am36-1-3/