Optimal Control of Markov Regenerative Processes
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چکیده
In the paper the integration of available results on SemiMarkov Decision Processes and on Markov Regenerative Processes is attempted, in order to de ne the mathematical framework for solving decision problems where the underlying structure state process is a Markov Regenerative Process, referred to as Markov Regenerative Decision Process. The essential question investigated here is which description of Markov Regenerative Processes is needed to analyze the investigated decision model.
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