Control of singularly perturbed Markov chains: A numerical study

DOI10.1017/S1446181100013158zbMath1054.93055MaRDI QIDQ4461777

H. Yang, K. Yin, G. George Yin, Qing Zhang

Publication date: 18 May 2004

Published in: The ANZIAM Journal (Search for Journal in Brave)

Mathematics Subject Classification ID

Optimal stochastic control (93E20)

Related Items

A unified perturbation analysis framework for countable Markov chains ⋮ Asymptotically optimal controls of hybrid linear quadratic regulators in discrete time. ⋮ Exponential bounds for discrete-time singularly perturbed Markov chains

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Optimal control of Markov chains admitting strong and weak interactions
• Asymptotic properties of a singularly perturbed Markov chain with inclusion of transient states.
• New trends in dynamic games and applications
• Singularly perturbed difference equations in optimal control problems
• A singular perturbation approach to modeling and control of Markov chains
• Algorithms for singularly perturbed limiting average Markov control problems
• Multitime Methods for Systems of Difference Equations
• On nearly optimal controls of hybrid LQG problems
• Singularly Perturbed Discrete-Time Markov Chains
• Asymptotic Expansions of Singularly Perturbed Systems Involving Rapidly Fluctuating Markov Chains
• Aggregation of Variables in Dynamic Systems
• Nearly optimal control of singularly perturbed Markov decision processes in discrete time

This page was built for publication: Control of singularly perturbed Markov chains: A numerical study