Abstract Limiting ratio average (undiscounted) reward finite (state and action spaces) semi-Markov decision processes (SMDPs) with absorbing states are considered where all but one states are absorbing. We propose a realistic inspection model that suitably fits into the class of undiscounted SMDPs with absorbing states. Existence of an optimal semi-stationary policy (i.e., a semi-Markov policy independent of decision epoch counts) is proved. A linear programming algorithm is provided to compute such an optimal policy.
['Prasenjit Mondal']
On undiscounted semi-Markov decision processes with absorbing states