【摘要】 讨论一类半Markov控制过程(SMCP)的折扣代价性能优化问题.通过引入一个矩阵,该矩阵可作为一个Markov过程的无穷小矩阵,对一个SMCP定义了折扣Poisson方程,并由这个方程定义了α 势.基于α 势,给出了由最优平稳策略所满足的最优性方程.最后给出一个求解最优平稳策略的迭代算法,并提供一个数值例子以表明该算法的应用.更多还原

【Abstract】 The problems of discounted-cost performance optimization are discussed for a class of semi-Markov (control) processes (SMCP). A matrix is (defined,) which can be as the infinitesimal generator of a Markov process. The discounted Poisson equation is proposed for an SMCP by using this matrix, from which the α-potential is (defined.) Based on the α-potential, the optimality equation satisfied by the optimal stationary policy is given. Finally an iteration algorithm to find an optimal stationary policy is proposed, and an numerical example is provided to (illustrate) the application of the algorithm.更多还原