Singulary perturbed Markov control problem: Limiting average cost

DOI10.1007/BF02055579MaRDI QIDQ1174700zbMATH OpenOpenAlexFDO

Authors Tomasz R. Bielecki, Jerzy Filar

Publication date 25 June 1992

Published in Annals of Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02055579

zbMATH Keywords

discrete timeaverage rewardsfinite state and action setsoptimal limit strategyperturbed Markov decision process

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Markov and semi-Markov decision processes (90C40)

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Cites work

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• Hierarchical aggregation of linear systems with multiple time scales
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• Optimal control of Markov chains admitting strong and weak interactions
• Perturbation theory and finite Markov chains
• Perturbation theory for Markov reward processes with applications to queueing systems
• Perturbation theory for unbounded Markov reward processes with applications to queueing

Cited in

(13)

• On asymptotic optimization of a class of nonlinear stochastic hybrid systems
• Two classes Markov decision processes with perturbations
• The control of a two-level Markov decision process by time aggregation
• scientific article; zbMATH DE number 4004053 (Why is no real title available?)
• A canonical form for pencils of matrices with applications to asymptotic linear programs
• On ergodic control problems for singularly perturbed Markov processes
• Algorithms for singularly perturbed limiting average Markov control problems
• Time scale decomposition in production planning for unreliable flexible manufacturing systems
• Bounding fixed points of set-based Bellman operator and Nash equilibria of stochastic games
• A two-factor stochastic production model with two time scales
• Singularly perturbed Markov decision processes with inclusion of transient states.
• scientific article; zbMATH DE number 4170818 (Why is no real title available?)
• Perturbation and stability theory for Markov control problems

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