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Sufficient optimality conditions for control-limit policy in a semi-Markov process

Published online by Cambridge University Press:  14 July 2016

I. Gertsbach
I. Gertsbach*
Affiliation:
Ben Gurion University of the Negev, Beer Sheva, Israel
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Abstract

A finite-state semi-Markov process (SMP) with penalties is considered. A property which is similar to an increasing-hazard-rate property for a Markov chain is defined for an SMP. The SMP is controlled by shifts from the state Ei to immediately after a transition has occurred. Conditions are given which guarantee that the optimal stationary Markovian policy belongs to a subclass of control-limit policies.

Keywords

SEMI-MARKOV PROCESSCONTROLCONTROL-LIMIT POLICY

Information

Type
Short Communications
Information
Journal of Applied Probability , Volume 13 , Issue 2 , June 1976, pp. 400 - 406
Copyright
Copyright © Applied Probability Trust 1976 

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References

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