Iterative Solution of the Functional Equations of Undiscounted Markov Renewal Programming
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The Functional Equations of Undiscounted Markov Renewal Programming
This paper investigates the solutions to the functional equations that arise inter alia in Undiscounted Markov Renewal Programming. We show that the solution set is a connected, though possibily nonconvex set whose members are unique up to n* constants, characterize n* and show that some of these n* degrees of freedom are locally rather than globally independent. Our results generalize those ob...
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تاریخ انتشار 2003