[(g,w)]-Optima in Markov Renewal Programs.

[(g,w)]-Optima in Markov Renewal Programs.

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An extension of RM-5208, [Multichain Markov Renewal Programs], to cover the case of completely ergodic MRPs. Policies that are nearly optimal for small discount rates are found by linear programming. More precisely, the policies are [(g,w)]-optimal...