Optimal control of Markov chains admitting strong and weak interactions
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aggregate chainsdecentralized chainsdiscount factordiscrete time Markov chaindynamic programmingergodic control problemsMarkov chainsnonlinear problemperturbation techniques
Asymptotic expansions of solutions to ordinary differential equations (34E05) Dynamic programming in optimal control and differential games (49L20) Limit theorems in probability theory (60F99) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Large-scale systems (93A15)
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Cited in
(24)- Optimal and near-optimal incentive strategies in the hierarchical control of Markov chains
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