作者：Jianyong, L; Xiaobo, Z
作者单位：Chinese Academy of Sciences; Tsinghua University
摘要：In this paper we investigate average reward semi-Markov decision processes with a general multichain structure using a data-transformation method. By solving the transformed discrete-time average Markov decision processes, we can obtain significant and interesting information on the original average semi-Markov decision processes. If the original semi-Markov decision processes satisfy some appropriate conditions, then stationary optimal policies in the transformed discrete-time models are also...
作者：Jelenkovic, PR; Momcilovic, P
作者单位：Columbia University; International Business Machines (IBM); IBM USA
摘要：We provide a large deviation result for a random sum Sigma(n=0)(Nx) X-n, where N-x is a renewal counting process and {X-n}(ngreater than or equal to0) are i.i.d. random variables, independent of N-x, with a common distribution that belongs to a class of square root insensitive distributions. Asymptotically, the tails of these distributions are heavier than e(-rootx) and have zero relative decrease in intervals of length rootx, hence square root insensitive. Using this result we derive the asym...
