Semi-Markov Control Models with Partially Known Holding Times Distribution: Discounted and Average Criteria

被引：0
作者：
Fernando Luque-Vásquez
J. Adolfo Minjárez-Sosa
Luz del Carmen Rosas-Rosas
机构：
[1] Universidad de Sonora,Departamento de Matemáticas
来源：
Acta Applicandae Mathematicae | 2011年 / 114卷
关键词：
Semi-Markov control processes; Discounted and average cost criteria; Minimax control systems; Games against nature; 90C40; 90C47; 93E20;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
The paper deals with a class of semi-Markov control models with Borel state and control spaces and possibly unbounded costs, where the holding times distribution F depends on an unknown and possibly non-observable parameter which may change from stage to stage. The system is modeled as a game against nature, which is a particular case of a minimax control system. The objective is to show the existence of minimax strategies under the discounted and average cost criteria.
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页码：135 / 156
页数：21
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