Optimization and Systems Theory Seminar
Friday, February 25, 2000, 10.00-11.00, Room 3721, Lindstedtsv. 25

Mikhail Kitaev
Nautsilus Ltd
E-mail: kitaev@nautsilus.rmt.ru

Controlled Markov jump processes with average cost criterion

Controlled Markov jump process with respect to the average cost criterion is considered in the case of intensity control in continuous time. The state space is assumed denumerable and action sets in each state are compact.

A qualitative approach is presented to the existence problem of an optimal simple strategy.

Calendar of seminars
Last update: February 17, 2000 by Anders Forsgren, anders.forsgren@math.kth.se.