Semi-Markov control processes with non-compact action spaces and discontinuous costs

The KTH Visit in Semi-Markov Processes

Feller Processes on Non–locally Compact Spaces

We consider Feller processes on a complete separable metric space X satisfying the ergodic condition of the form lim sup n→∞ ( 1 n n ∑

Target-sensitive control of Markov and semi-Markov processes

We develop the theory for Markov and semi-Markov control using dynamic programming and reinforcement learning in which a form of semi-variance which computes the variability of rewards below a pre-specified target is penalized. The objective is to optimize a function of the rewards and risk where risk is penalized. Penalizing variance, which is popular in the literature, has some drawbacks that...

On Semi * - Connected and Semi * - Compact Spaces

The purpose of this paper is to introduce the concepts of semi*-connected spaces, semi*-compact spaces and semi*-Lindelof spaces. We investigate their basic properties. We also discuss their relationship with already existing concepts. Mathematics Subject Classification: 54D05, 54D30.

Time and Ratio Expected Average Cost Optimality for Semi-Markov Control Processes on Borel Spaces

We deal with semi-Markov control models with Borel state and control spaces, and unbounded cost functions under the ratio and the time expected average cost criteria. Under suitable growth conditions on the costs and the mean holding times together with stability conditions on the embedded Markov chains, we show the following facts: (i) the ratio and the time average costs coincide in the class...