Subject: average cost - LINDAT/CLARIAH-CZ Catalog Search Results

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Creator:: Gordienko, Evgueni, Garcia, Antonio, and Ruiz de Chavez, Juan
Format:: bez média and svazek
Type:: model:article and TEXT
Subject:: nonmarkovian control sequence, average cost, attracting point, nonlinear optimization, and stability
Language:: English
Description:: We study the limit behavior of certain classes of dependent random sequences (processes) which do not possess the Markov property. Assuming these processes depend on a control parameter we show that the optimization of the control can be reduced to a problem of nonlinear optimization. Under certain hypotheses we establish the stability of such optimization problems.
Rights:: http://creativecommons.org/publicdomain/mark/1.0/ and policy:public

Creator:: Flores, Rosa M. and Montes-de-Oca, Raúl
Format:: bez média and svazek
Type:: model:article and TEXT
Subject:: monotone minimizer in an optimization problem, Markov control process, total discounted cost, average cost, and monotone optimal policy
Language:: English
Description:: Firstly, in this paper there is considered a certain class of possibly unbounded optimization problems on Euclidean spaces, for which conditions that permit to obtain monotone minimizers are given. Secondly, the theory developed in the first part of the paper is applied to Markov control processes (MCPs) on real spaces with possibly unbounded cost function, and with possibly noncompact control sets, considering both the discounted and the average cost as optimality criterion. In the context described, conditions to obtain monotone optimal policies are provided. For the conditions of MCPs presented in the article, several controlled models including, in particular, two inventory/production systems and the linear regulator problem are supplied.
Rights:: http://creativecommons.org/publicdomain/mark/1.0/ and policy:public

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