This article is cited in 18 papers

Short Communications

On the semi-Markov controlled models with the average reward criterion

A. A. Yuškevič

Moscow

Abstract: For the semi-Markov decision models we study the stationary strategies which for some final reward are optimal over any time interval. These strategies are applied to the maximization of the average per unit time reward in the case of infinite horizon.

Received: 26.06.1979

 English version: Theory of Probability and its Applications, 1982, 26:4, 796–803

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