Singularly perturbed discounted Markov control processes in a general state space

DOI10.1137/110827466MaRDI QIDQ2903501zbMATH OpenOpenAlexFDO

Authors Oswaldo Luiz V. Costa, F. Dufour

Publication date 10 August 2012

Published in SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/110827466

zbMATH Keywords

Markov decision processoptimal controlsingular perturbation

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05) Optimal stochastic control (93E20)

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Cited in

(5)

• Semi-infinite discounted Markov decision processes: Policy improvement and singular perturbations
• Nearly optimal control of singularly perturbed Markov decision processes in discrete time
• Singularly perturbed Markov decision processes with inclusion of transient states.
• Singular perturbation for the discounted continuous control of piecewise deterministic Markov processes
• Perturbation and stability theory for Markov control problems

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