On the equivalence of two expected average cost criteria for semi- Markov control processes

Anna Jaśkiewicz

doi:10.1287/moor.1030.0060

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arXiv · 1309.4928

On the equivalence of two expected average cost criteria for semi- Markov control processes

Anna Jaśkiewicz

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Abstract

The two expected average costs used in the theory of semi-Markov control processes with a Borel state space are considered. Under some stochastic stability conditions, we prove that the two criteria are equivalent in the sense that they lead to the same optimality equation.

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Anna Jaśkiewicz. 2013-09-19. On the equivalence of two expected average cost criteria for semi- Markov control processes. https://doi.org/10.1287/moor.1030.0060

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