Continuous Time Control of Markov Processes on an Arbitrary State Space.
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WISCONSIN UNIV MADISON MATHEMATICS RESEARCH CENTER
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This dissertation studies the problem of the control of Markov processes with continuous time parameter and arbitrary state space. The economic criteria used are a the expected discounted return over an infinite horizon and b the expected average return over an infinite horizon. An extensive theory is available to treat the control problems in which either the time parameter or the state space is discrete. This dissertation extends the available theory to the general case of continuous time parameter and arbitrary state space. An application to the control of the arrival process in an MG1 queue is included. Modified author abstract
- Operations Research