Journal of Applied Mathematics and Decision Sciences 
Volume 2006 (2006), Article ID 76398, 12 pages
doi:10.1155/JAMDS/2006/76398

On the control of a truncated general immigration process through the introduction of a predator

E. G. Kyriakidis

 Department of Financial and Management Engineering, University of the Aegean, 31 Fostini Str., Chios 82100, Greece
Received 17 December 2003; Accepted 15 February 2005

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.