Ergodic control of a singularly perturbed Markov process in discrete time with general state and compact action spaces

DOI10.1007/s002459900091zbMath0916.60058OpenAlexW2027311528MaRDI QIDQ1273446

Tomasz R. Bielecki, Łukasz Stettner

Publication date: 7 December 1998

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s002459900091

zbMATH Keywords

singular perturbationinvariant measureergodic controllimit control principle

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05) Perturbation theory of linear operators (47A55) Markov and semi-Markov decision processes (90C40)

Related Items (5)

A unified perturbation analysis framework for countable Markov chains ⋮ Near-optimal controls of discrete-time dynamic systems driven by singularly-perturbed Markov chains ⋮ Perturbation analysis for denumerable Markov chains with application to queueing models ⋮ Discrete-time singularly perturbed Markov chains: aggregation, occupation measures, and switching diffusion limit ⋮ Exponential bounds for discrete-time singularly perturbed Markov chains

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