Journal of Applied Mathematics and Decision Sciences
Volume 2006 (2006), Article ID 43435, 3 pages
doi:10.1155/JAMDS/2006/43435
Abstract
This paper is concerned with the problem of controlling a
truncated general immigration process, which represents a
population of harmful individuals, by the introduction of a
predator. If the parameters of the model satisfy some mild
conditions, the existence of a control-limit policy that is
average-cost optimal is proved. The proof is based on the
uniformization technique and on the variation of a fictitious
parameter over the entire real line. Furthermore, an efficient
Markov decision algorithm is developed that generates a sequence
of improving control-limit policies converging to the optimal
policy.