Optimal control of Markov chains admitting strong and weak interactions

DOI10.1016/0005-1098(81)90047-9zbMath0467.49020OpenAlexW2058141673MaRDI QIDQ1155852

Jean-Pierre Quadrat, Francois Delebecque

Publication date: 1981

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0005-1098(81)90047-9

zbMATH Keywords

perturbation techniquesdynamic programmingMarkov chainsdiscount factornonlinear problemdiscrete time Markov chainaggregate chainsdecentralized chainsergodic control problems

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Large-scale systems (93A15) Asymptotic expansions of solutions to ordinary differential equations (34E05) Limit theorems in probability theory (60F99)

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