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

Authors:
Fernando Luque-Vásquez;J. Adolfo Minjárez-Sosa;Luz Del Rosas-Rosas
Affiliations:
Departamento de Matemáticas, Universidad de Sonora, Hermosillo, Mexico 83000;Departamento de Matemáticas, Universidad de Sonora, Hermosillo, Mexico 83000;Departamento de Matemáticas, Universidad de Sonora, Hermosillo, Mexico 83000
Venue:
Acta Applicandae Mathematicae: an international survey journal on applying mathematics and mathematical applications
Year:
2011

Citing 3
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Abstract

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.