The supervisory control problem of discrete event systems with temporal logic specifications is studied. The full branching time logic of CTL* is used for expressing specifications of discrete event ...
The ultimate objective of this paper is to develop new techniques that can be used for the analysis of performance degradation due to statistical uncertainty for a wide class of linear stochastic sys...
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Existence of Optimal Policies for Semi-Markov Decision Processes Using Duality for Infinite Linear Programming
SIAM J. Control Optim. Volume 44, Issue 6, pp. 2104-2122 (2006)
Issue Date: 2006
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Semi-Markov decision processes on Borel spaces with deterministic kernels have many practical applications, particularly in inventory theory. Most of the results from general semi-Markov decision processes do not carry over to a deterministic kernel since such a kernel does not provide "smoothness." We develop infinite dimensional linear programming theory for a general stochastic semi-Markov decision process. We give conditions, general enough to allow deterministic kernels, for solvability and strong duality of the resulting linear programs. By using the developed linear programming theory we give conditions for the existence of a stationary deterministic policy for deterministic kernels, which is optimal among all possible policies.
©2006 Society for Industrial and Applied Mathematics| Permalink: | http://dx.doi.org/10.1137/S0363012903437290 |
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