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Estimation of the Optimality Deviation in Discounted Semi-Markov Control Models

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Optimization, Control, and Applications of Stochastic Systems

Part of the book series: Systems & Control: Foundations & Applications ((SCFA))

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Abstract

This chapter deals with the estimation of the optimality deviation of control policies under a discounted criterion in semi-Markov control models. Assuming that the holding times distributionF is unknown, but it is possible to get an approximate distribution\(\tilde{F}\), such optimality deviation measures the quality of this approximation according if an optimal policy for the control model corresponding to\(\tilde{F}\) is still good for the original one determined forF.

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Authors and Affiliations

  1. Departamento de Matemáticas, Universidad de Sonora, Hermosillo, Sonora, 83000, México

    Luz del Carmen Rosas-Rosas

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  1. Luz del Carmen Rosas-Rosas
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Correspondence to Luz del Carmen Rosas-Rosas .

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Editors and Affiliations

  1. , Department of Probability and Statistics, Center for Research in Mathematics, Jalisco s/n, Guanajuato, 36000, Mexico

    Daniel Hernández-Hernández

  2. , Department of Mathematics, University of Sonora, Rosales s/n, Hermosillo, 83000, Sonora, Mexico

    J. Adolfo Minjárez-Sosa

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del Carmen Rosas-Rosas, L. (2012). Estimation of the Optimality Deviation in Discounted Semi-Markov Control Models. In: Hernández-Hernández, D., Minjárez-Sosa, J. (eds) Optimization, Control, and Applications of Stochastic Systems. Systems & Control: Foundations & Applications. Birkhäuser, Boston. https://doi.org/10.1007/978-0-8176-8337-5_15

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