Optimal control of Markov chains admitting strong and weak interactions

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

Francois Delebecque, Jean-Pierre Quadrat

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 techniques; dynamic programming; Markov chains; discount factor; nonlinear problem; discrete time Markov chain; aggregate chains; decentralized chains; ergodic control problems

Mathematics Subject Classification ID

49L20: Dynamic programming in optimal control and differential games

60J10: Markov chains (discrete-time Markov processes on discrete state spaces)

93A15: Large-scale systems

34E05: Asymptotic expansions of solutions to ordinary differential equations

60F99: Limit theorems in probability theory

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