Control of singularly perturbed Markov chains: A numerical study

DOI10.1017/S1446181100013158zbMath1054.93055MaRDI QIDQ4461777

H. Yang, K. Yin, G. George Yin, Qing Zhang

Publication date: 18 May 2004

Published in: The ANZIAM Journal (Search for Journal in Brave)

Mathematics Subject Classification ID

Optimal stochastic control (93E20)

Related Items

A unified perturbation analysis framework for countable Markov chains ⋮ Asymptotically optimal controls of hybrid linear quadratic regulators in discrete time. ⋮ Exponential bounds for discrete-time singularly perturbed Markov chains

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