Singularly perturbed discounted Markov control processes in a general state space

DOI10.1137/110827466zbMATH Open1251.93139OpenAlexW1983053125MaRDI QIDQ2903501FDOQ2903501

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

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zbMATH Keywords

Markov decision processoptimal controlsingular perturbation

Mathematics Subject Classification ID

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

Cited In (5)

• Singular perturbation for the discounted continuous control of piecewise deterministic Markov processes
• 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.
• Perturbation and stability theory for Markov control problems

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