Title :
Optimal control of Markov regenerative processes
Author :
Pfening, András ; Telek, Miklós
Author_Institution :
Dept. of Telecommun., Tech. Univ. Budapest, Hungary
Abstract :
In this paper the integration of available results on semi-Markov decision processes and on Markov regenerative processes is attempted, in order to define the mathematical framework for solving decision problems where the underlying structure state process is a Markov regenerative process, referred to a Markov regenerative decision process. The essential question investigated here is which description of Markov regenerative processes is needed to analyze the investigation decision model.
Keywords :
Markov processes; decision theory; optimal control; Markov regenerative decision process; optimal control; semi-Markov decision processes; Computer aided analysis; Kernel; Optimal control; Predictive models; Stochastic processes; Time measurement;
Conference_Titel :
Systems, Man, and Cybernetics, 1998. 1998 IEEE International Conference on
Print_ISBN :
0-7803-4778-1
DOI :
10.1109/ICSMC.1998.725489