Temat: control processes - Katalog OPAC zbiorów

Skocz do pozycji: 1.

Tytuł:: Sample-path average cost optimality for semi-Markov control processes on Borel spaces: unbounded costs and mean holding times
Autorzy:: Vega-Amaya, Oscar
Luque-Vásquez, Fernando
Powiązania:: https://bibliotekanauki.pl/articles/1208171.pdf
Data publikacji:: 2000
Wydawca:: Polska Akademia Nauk. Instytut Matematyczny PAN
Tematy:: sample-path average costs
semi-Markov control processes
Opis:: We deal with semi-Markov control processes (SMCPs) on Borel spaces with unbounded cost and mean holding time. Under suitable growth conditions on the cost function and the mean holding time, together with stability properties of the embedded Markov chains, we show the equivalence of several average cost criteria as well as the existence of stationary optimal policies with respect to each of these criteria.
Źródło:: Applicationes Mathematicae; 2000, 27, 3; 343-367
1233-7234
Pojawia się w:: Applicationes Mathematicae
Dostawca treści:: Biblioteka Nauki

Artykuł

Skocz do pozycji: 2.

Tytuł:: Sample path average optimality of Markov control processes with strictly unbounded cost
Autorzy:: Vega-Amaya, Oscar
Powiązania:: https://bibliotekanauki.pl/articles/1338680.pdf
Data publikacji:: 1999
Wydawca:: Polska Akademia Nauk. Instytut Matematyczny PAN
Tematy:: strictly unbounded costs
sample path average cost criterion
inventory systems
Markov control processes
Opis:: We study the existence of sample path average cost (SPAC-) optimal policies for Markov control processes on Borel spaces with strictly unbounded costs, i.e., costs that grow without bound on the complement of compact subsets. Assuming only that the cost function is lower semicontinuous and that the transition law is weakly continuous, we show the existence of a relaxed policy with 'minimal' expected average cost and that the optimal average cost is the limit of discounted programs. Moreover, we show that if such a policy induces a positive Harris recurrent Markov chain, then it is also sample path average (SPAC-) optimal. We apply our results to inventory systems and, in a particular case, we compute explicitly a deterministic stationary SPAC-optimal policy.
Źródło:: Applicationes Mathematicae; 1999, 26, 4; 363-381
1233-7234
Pojawia się w:: Applicationes Mathematicae
Dostawca treści:: Biblioteka Nauki

Artykuł

Skocz do pozycji: 3.

Tytuł:: Infinite-horizon Markov control processes with undiscounted cost criteria: from average to overtaking optimality
Autorzy:: Hernández-Lerma, Onésimo
Vega-Amaya, Oscar
Powiązania:: https://bibliotekanauki.pl/articles/1339029.pdf
Data publikacji:: 1998
Wydawca:: Polska Akademia Nauk. Instytut Matematyczny PAN
Tematy:: uniform ergodicity
Lyapunov stability conditions
(discrete-time) Markov control processes
Poisson's equation
undiscounted cost criteria
Opis:: We consider discrete-time Markov control processes on Borel spaces and infinite-horizon undiscounted cost criteria which are sensitive to the growth rate of finite-horizon costs. These criteria include, at one extreme, the grossly underselective average cost
Źródło:: Applicationes Mathematicae; 1998-1999, 25, 2; 153-178
1233-7234
Pojawia się w:: Applicationes Mathematicae
Dostawca treści:: Biblioteka Nauki

Artykuł

Skocz do pozycji: 4.

Tytuł:: Average cost Markov control processes with weighted norms: value iteration
Autorzy:: Gordienko, Evgueni
Hernández-Lerma, Onésimo
Powiązania:: https://bibliotekanauki.pl/articles/1340319.pdf
Data publikacji:: 1995
Wydawca:: Polska Akademia Nauk. Instytut Matematyczny PAN
Tematy:: average cost optimality equation
strong average optimality
(discrete-time) Markov control processes
long-run average cost
weighted norms
Opis:: This paper shows the convergence of the value iteration (or successive approximations) algorithm for average cost (AC) Markov control processes on Borel spaces, with possibly unbounded cost, under appropriate hypotheses on weighted norms for the cost function and the transition law. It is also shown that the aforementioned convergence implies strong forms of AC-optimality and the existence of forecast horizons.
Źródło:: Applicationes Mathematicae; 1995-1996, 23, 2; 219-237
1233-7234
Pojawia się w:: Applicationes Mathematicae
Dostawca treści:: Biblioteka Nauki

Artykuł

Skocz do pozycji: 5.

Tytuł:: Average cost Markov control processes with weighted norms: existence of canonical policies
Autorzy:: Gordienko, Evgueni
Hernández-Lerma, Onésimo
Powiązania:: https://bibliotekanauki.pl/articles/1340317.pdf
Data publikacji:: 1995
Wydawca:: Polska Akademia Nauk. Instytut Matematyczny PAN
Tematy:: discounted cost
average cost optimality equation
long run average cost
(discrete-time) Markov control processes
average cost optimality inequality
weighted norms
Opis:: This paper considers discrete-time Markov control processes on Borel spaces, with possibly unbounded costs, and the long run average cost (AC) criterion. Under appropriate hypotheses on weighted norms for the cost function and the transition law, the existence of solutions to the average cost optimality inequality and the average cost optimality equation are shown, which in turn yield the existence of AC-optimal and AC-canonical policies respectively.
Źródło:: Applicationes Mathematicae; 1995-1996, 23, 2; 199-218
1233-7234
Pojawia się w:: Applicationes Mathematicae
Dostawca treści:: Biblioteka Nauki

Artykuł

Skocz do pozycji: 6.

Tytuł:: Adaptive control of discrete time Markov processes by the large deviations method
Autorzy:: Duncan, T.
Pasik-Duncan, B.
Stettner, Łukasz
Powiązania:: https://bibliotekanauki.pl/articles/1208162.pdf
Data publikacji:: 2000
Wydawca:: Polska Akademia Nauk. Instytut Matematyczny PAN
Tematy:: discrete time controlled Markov processes
adaptive control
large deviations
Opis:: Some discrete time controlled Markov processes in a locally compact metric space whose transition operators depend on an unknown parameter are described. The adaptive controls are constructed using the large deviations of empirical distributions which are uniform in the parameter that takes values in a compact set. The adaptive procedure uses a finite family of continuous, almost optimal controls. Using the large deviations property it is shown that an adaptive control which is a fixed almost optimal control after a finite time is almost optimal with probability nearly 1.
Źródło:: Applicationes Mathematicae; 2000, 27, 3; 265-285
1233-7234
Pojawia się w:: Applicationes Mathematicae
Dostawca treści:: Biblioteka Nauki

Artykuł

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