Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1143277 | Operations Research Letters | 2006 | 6 Pages |
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.
Related Topics
Physical Sciences and Engineering
Mathematics
Discrete Mathematics and Combinatorics
Authors
Anna JaÅkiewicz, Andrzej S. Nowak,