转移率与时间相关的马氏过程的最优控制
Optimal Control of Markov Processes with Age-Dependent Transition Rates
摘要：
研究了转移率与年龄相关的马氏过程的最优控制。控制策略是基于过程的状态及其年龄随时间连续选择的。研究了无限期折现费用和无限期平均费用问题。我们的方法是通过一个等价的半马尔可夫决策过程的建设。我们的特点的价值函数和最优控制的折扣和平均成本的情况下。
英文摘要：
We study optimal control of Markov processes with age-dependent transition rates. The control policy is chosen continuously over time based on the state of the process and its age. We study infinite horizon discounted cost and infinite horizon average cost problems. Our approach is via the construction of an equivalent semi-Markov decision process. We characterize the value function and optimal controls for both discounted and average cost cases.
机构、总结、中文摘要均由AI分析而来，可能存在错误，请以论文正文为准。
