TY - JOUR
T1 - Semi-markov control processes with unknown holding times distribution under an average cost criterion
AU - Luque-Vásquez, Fernando
AU - Minjárez-Sosa, J. Adolfo
AU - Rosas-Rosas, Luz Del Carmen
PY - 2010/6/1
Y1 - 2010/6/1
N2 - This paper deals with a class of semi-Markov control models with Borel state and control spaces, possibly unbounded costs, and unknown holding times distribution F. Assuming that F does not depend on state-action pairs, we combine suitable methods of statistical estimation of the mean holding time with control procedures to construct an average cost optimal Markovian policy π=\{f t}. © 2009 Springer Science+Business Media, LLC.
AB - This paper deals with a class of semi-Markov control models with Borel state and control spaces, possibly unbounded costs, and unknown holding times distribution F. Assuming that F does not depend on state-action pairs, we combine suitable methods of statistical estimation of the mean holding time with control procedures to construct an average cost optimal Markovian policy π=\{f t}. © 2009 Springer Science+Business Media, LLC.
U2 - 10.1007/s00245-009-9086-9
DO - 10.1007/s00245-009-9086-9
M3 - Article
SN - 0095-4616
SP - 317
EP - 336
JO - Applied Mathematics and Optimization
JF - Applied Mathematics and Optimization
ER -