Sample-path average cost optimality for semi-Markov control processes on Borel spaces: unbounded costs and mean holding times

Markov Control ◽

Cost Optimality

Sample-Path Optimality and Variance-Minimization of Average Cost Markov Control Processes

SIAM Journal on Control and Optimization ◽

10.1137/s0363012998340673 ◽

1999 ◽

Vol 38 (1) ◽

pp. 79-93 ◽

Cited By ~ 37

Author(s):

Onésimo Hernández-Lerma ◽

Oscar Vega-Amaya ◽

Guadalupe Carrasco

Keyword(s):

Average Cost ◽

Sample Path ◽

Variance Minimization ◽

Control Processes ◽

The average cost optimality equation for Markov control processes on Borel spaces

Systems & Control Letters ◽

10.1016/0167-6911(94)90032-9 ◽

1994 ◽

Vol 22 (5) ◽

pp. 351-357 ◽

Cited By ~ 3

Author(s):

Raúl Montes-de-Oca

Keyword(s):

Average Cost ◽

Optimality Equation ◽

Control Processes ◽

Average Cost Optimality Equation ◽

Markov Control ◽

Cost Optimality

Proceedings of the 39th IEEE Conference on Decision and Control (Cat. No.00CH37187) ◽

Sample-path and variance minimization of Markov control processes with average cost criteria

10.1109/cdc.2000.912013 ◽

2002 ◽

Author(s):

O. Hernandez-Lerma ◽

O. Vega-Amaya ◽

G. Carrasco

Keyword(s):

Average Cost ◽

Sample Path ◽

Variance Minimization ◽

Control Processes ◽

Time and Ratio Expected Average Cost Optimality for Semi-Markov Control Processes on Borel Spaces

Communication in Statistics- Theory and Methods ◽

10.1081/sta-120028693 ◽

2004 ◽

Vol 33 (3) ◽

pp. 715-734 ◽

Cited By ~ 3

Author(s):

Fernando Luque-Vásquez ◽

Oscar Vega-Amaya

Keyword(s):

Average Cost ◽

Control Processes ◽

Markov Control ◽

Cost Optimality

Sample-path average optimality for Markov control processes

IEEE Transactions on Automatic Control ◽

10.1109/9.793787 ◽

1999 ◽

Vol 44 (10) ◽

pp. 1966-1971 ◽

Cited By ~ 10

Author(s):

J.B. Lasserre

Keyword(s):

Sample Path ◽

Control Processes ◽

Semi-Markov Control Processes with Unknown Holding Times Distribution Under an Average Cost Criterion

Applied Mathematics & Optimization ◽

10.1007/s00245-009-9086-9 ◽

2009 ◽

Vol 61 (3) ◽

pp. 317-336 ◽

Cited By ~ 1

Author(s):

Fernando Luque-Vásquez ◽

J. Adolfo Minjárez-Sosa ◽

Luz del Carmen Rosas-Rosas

Keyword(s):

Average Cost ◽

Average Cost Criterion ◽

Control Processes ◽

Cost Criterion ◽

Average cost Markov control processes: stability with respect to the Kantorovich metric

Mathematical Methods of Operations Research ◽

10.1007/s00186-008-0229-6 ◽

2008 ◽

Vol 70 (1) ◽

pp. 13-33 ◽

Cited By ~ 4

Author(s):

Evgueni Gordienko ◽

Enrique Lemus-Rodríguez ◽

Raúl Montes-de-Oca

Keyword(s):

Average Cost ◽

Control Processes ◽

Kantorovich Metric ◽

Average cost Markov control processes with weighted norms: value iteration

Applicationes Mathematicae ◽

10.4064/am-23-2-219-237 ◽

1995 ◽

Vol 23 (2) ◽

pp. 219-237 ◽

Cited By ~ 11

Author(s):

Evgueni Gordienko ◽

Onésimo Hernández-Lerma

Keyword(s):

Average Cost ◽

Value Iteration ◽

Control Processes ◽

Weighted Norms ◽

Average cost optimal policies for Markov control processes with Borel state space and unbounded costs

Systems & Control Letters ◽

10.1016/0167-6911(90)90108-7 ◽

1990 ◽

Vol 15 (4) ◽

pp. 349-356 ◽

Cited By ~ 23

Author(s):

Onésimo Hernández-Lerma ◽

Jean B. Lasserre

Keyword(s):

State Space ◽

Average Cost ◽

Control Processes ◽

Borel State Space ◽

Optimal Policies ◽

On the optimality equation for average cost Markov control processes with Feller transition probabilities

Journal of Mathematical Analysis and Applications ◽

10.1016/j.jmaa.2005.04.065 ◽

2006 ◽

Vol 316 (2) ◽

pp. 495-509 ◽

Cited By ~ 19

Author(s):

Anna Jaśkiewicz ◽

Andrzej S. Nowak

Keyword(s):

Average Cost ◽

Transition Probabilities ◽

Optimality Equation ◽

Control Processes ◽