Semi-Markov Control Models with Partially Known Holding Times Distribution: Discounted and Average Criteria

Autor:	Luz del Carmen Rosas-Rosas, J. Adolfo Minjárez-Sosa, Fernando Luque-Vásquez
Rok vydání:	2011
Předmět:	Mathematical optimization Partial differential equation Markov chain Distribution (number theory) Applied Mathematics Control system Control (management) State (functional analysis) Minimax Average cost Mathematics
Zdroj:	Acta Applicandae Mathematicae. 114:135-156
ISSN:	1572-9036 0167-8019
DOI:	10.1007/s10440-011-9605-y
Popis:	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.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::6240a47daf65660f416cf003b98542d9 https://doi.org/10.1007/s10440-011-9605-y Zobrazit plný text záznamu Plný text ve formátu PDF