TY - JOUR
T1 - Semi-Markov control models with partially known holding times distribution: Discounted and average criteria
AU - Luque-Vásquez, Fernando
AU - Minjárez-Sosa, J. Adolfo
AU - Rosas-Rosas, Luz Del Carmen
PY - 2011/6/1
Y1 - 2011/6/1
N2 - The paper deals with a class of semi-Markov control models with Borel state and control spaces and possibly unbounded costs, where the holding times distribution F depends on an unknown and possibly non-observable parameter which may change from stage to stage. The system is modeled as a game against nature, which is a particular case of a minimax control system. The objective is to show the existence of minimax strategies under the discounted and average cost criteria. © 2011 Springer Science+Business Media B.V.
AB - The paper deals with a class of semi-Markov control models with Borel state and control spaces and possibly unbounded costs, where the holding times distribution F depends on an unknown and possibly non-observable parameter which may change from stage to stage. The system is modeled as a game against nature, which is a particular case of a minimax control system. The objective is to show the existence of minimax strategies under the discounted and average cost criteria. © 2011 Springer Science+Business Media B.V.
U2 - 10.1007/s10440-011-9605-y
DO - 10.1007/s10440-011-9605-y
M3 - Article
SN - 0167-8019
SP - 135
EP - 156
JO - Acta Applicandae Mathematicae
JF - Acta Applicandae Mathematicae
ER -