セミ・マルコフ決定過程と取替モデルへの応用

Abstract

We consider the problem of minimizing the long-run average expected cost per unit time in a semi-Markov decision process with arbitrary state and action space. Using the idea of successive approximations, sufficient conditions for the existence of an optimal stationary policy are given. These results are applied to solve the replacement problem with a semi-Markov shock model.