|
|||||
|
|
Optimality in Feller semi-Markov control processes |
|
| Authors: | Anna Ja?kiewicz Andrzej S. Nowak |
| Affiliation: | a Institute of Mathematics and Computer Science, Wroc?aw University of Technology, Wyspiańskiego 27, 50-370 Wroc?aw, Poland b Faculty of Mathematics, Computer Science, and Econometrics, University of Zielona Góra, Podgórna 50, 65-246 Zielona Góra, Poland |
| Abstract: | Semi-Markov control processes with Borel state space and Feller transition probabilities are considered. The objective of the paper is to prove coincidence of two expected average costs: the time-average and the ratio-average for stationary policies. Moreover, the optimal stationary policy is the same for both criteria. |
| Keywords: | Semi-Markov control models Borel state space |
| 本文献已被 ScienceDirect 等数据库收录！ | |