AVERAGE COST OPTIMAL STATIONARY POLICIES IN INFINITE STATE MARKOV DECISION-PROCESSES WITH UNBOUNDED COSTS

被引:132
作者
SENNOTT, LI
机构
关键词
D O I
10.1287/opre.37.4.626
中图分类号
C93 [管理学];
学科分类号
12 ; 1201 ; 1202 ; 120202 ;
摘要
引用
收藏
页码:626 / 633
页数:8
相关论文
共 21 条
[11]  
HORDIJK A, 1971, 6TH T PRAG C INF THE, P263
[12]   DYNAMIC-PROGRAMMING WITH UNBOUNDED REWARDS [J].
LIPPMAN, SA .
MANAGEMENT SCIENCE SERIES A-THEORY, 1975, 21 (11) :1225-1233
[13]  
LIPPMAN SA, 1973, 212 U CAL W MAN SCI
[14]   SOME CONDITIONS FOR ERGODICITY AND RECURRENCE OF MARKOV CHAINS [J].
PAKES, AG .
OPERATIONS RESEARCH, 1969, 17 (06) :1058-&
[15]  
Ross S. M., 1983, INTRO STOCHASTIC DYN
[17]  
SENNOTT LI, 1986, 25TH P IEEE C DEC CO, P1719
[18]   OPTIMAL-CONTROL OF RANDOM-WALKS, BIRTH AND DEATH PROCESSES, AND QUEUES [J].
SERFOZO, R .
ADVANCES IN APPLIED PROBABILITY, 1981, 13 (01) :61-83
[19]   THE EXISTENCE OF MOMENTS FOR STATIONARY MARKOV-CHAINS [J].
TWEEDIE, RL .
JOURNAL OF APPLIED PROBABILITY, 1983, 20 (01) :191-196
[20]   OPTIMAL-CONTROL OF SERVICE RATES IN NETWORKS OF QUEUES [J].
WEBER, RR ;
STIDHAM, S .
ADVANCES IN APPLIED PROBABILITY, 1987, 19 (01) :202-218