Nearly optimal control of singularly perturbed Markov decision processes in discrete time

DOI10.1007/s00245-001-0016-8zbMath0990.90125OpenAlexW10227384MaRDI QIDQ5943599

Ruihua Liu, G. George Yin, Qing Zhang

Publication date: 25 August 2002

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

Full work available at URL: https://doi.org/10.1007/s00245-001-0016-8

zbMATH Keywords

singular perturbationdynamic programmingasymptotically optimal controls

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Optimal stochastic control (93E20) Markov and semi-Markov decision processes (90C40) Continuous-time Markov processes on discrete state spaces (60J27)

Related Items (5)

A unified perturbation analysis framework for countable Markov chains ⋮ Near optimality of quantized policies in stochastic control under weak continuity conditions ⋮ Stability of Markov modulated discrete-time dynamic systems. ⋮ Asymptotically optimal controls of hybrid linear quadratic regulators in discrete time. ⋮ Control of singularly perturbed Markov chains: A numerical study

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