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

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