Algorithms for singularly perturbed limiting average Markov control problems

DOI10.1109/9.159585zbMath0755.60055OpenAlexW2149308614MaRDI QIDQ4021216

Tomasz R. Bielecki, Jerzy A. Filar, Mohammed Abbad

Publication date: 16 January 1993

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/2328/26292

zbMATH Keywords

Markov decision processsmall perturbationaggregation-disaggregation policy

Mathematics Subject Classification ID

Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Stochastic systems in control theory (general) (93E03)

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The control of a two-level Markov decision process by time aggregation ⋮ Time scale decomposition in production planning for unreliable flexible manufacturing systems ⋮ Stability of Markov modulated discrete-time dynamic systems. ⋮ Distributionally Robust Partially Observable Markov Decision Process with Moment-Based Ambiguity ⋮ Control-limit policies for a class of stopping time problems with termination restrictions ⋮ A two-factor stochastic production model with two time scales ⋮ Asymptotically optimal controls of hybrid linear quadratic regulators in discrete time. ⋮ Stability of Discrete-Time Regime-Switching Dynamic Systems with Delays ⋮ Weighted discounted Markov decision processes with perturbation ⋮ Discrete-time singularly perturbed Markov chains: aggregation, occupation measures, and switching diffusion limit ⋮ Control of singularly perturbed Markov chains: A numerical study ⋮ Exponential bounds for discrete-time singularly perturbed Markov chains ⋮ Near-optimal controls of random-switching LQ problems with indefinite control weight costs

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