This paper is concerned with the problem of controlling atruncated general immigration process, which represents apopulation of harmful individuals, by the introduction of apredator. If the parameters of the model satisfy some mildconditions, the existence of a control-limit policy that isaverage-cost optimal is proved. The proof is based on theuniformization technique and on the variation of a fictitiousparameter over the entire real line. Furthermore, an efficientMarkov decision algorithm is developed that generates a sequenceof improving control-limit policies converging to the optimalpolicy.
展开▼
