Article ID: | iaor20072033 |
Country: | United States |
Volume: | 29 |
Issue: | 2 |
Start Page Number: | 326 |
End Page Number: | 338 |
Publication Date: | May 2004 |
Journal: | Mathematics of Operations Research |
Authors: | Jakiewicz A. |
Keywords: | control processes |
The two expected average costs used in the theory of semi-Markov control processes with a Borel state space are considered. Under some stochastic stability conditions, we prove that the two criteria are equivalent in the sense that they lead to the same optimality equation.