Control of singularly perturbed Markov chains: A numerical study

DOI10.1017/S1446181100013158MaRDI QIDQ4461777zbMATH OpenFDO

Authors H. Yang, K. Yin, G. Yin, Q. Zhang

Publication date 18 May 2004

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

Full work available at URL https://doi.org/10.1017/S1446181100013158

Mathematics Subject Classification ID

Optimal stochastic control (93E20)

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Cited in

(5)

• Exponential bounds for discrete-time singularly perturbed Markov chains
• A unified perturbation analysis framework for countable Markov chains
• scientific article; zbMATH DE number 837754 (Why is no real title available?)
• Nearly optimal control of singularly perturbed Markov decision processes in discrete time
• Asymptotically optimal controls of hybrid linear quadratic regulators in discrete time.

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