Luque-Vásquez, Fernando; Minjárez-Sosa, J. - In: Mathematical Methods of Operations Research 61 (2005) 3, pp. 455-468
The paper deals with a class of semi-Markov control models with Borel state and control spaces, possibly unbounded costs, and unknown holding times distribution H. Assuming that H does not depend on state-action pairs, we combine suitable methods of statistical estimation of H with control...
