Singulary perturbed Markov control problem: Limiting average cost

DOI10.1007/BF02055579zbMath0744.90096OpenAlexW1972725295MaRDI QIDQ1174700

Jerzy A. Filar, Tomasz R. Bielecki

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)

Related Items (6)

The control of a two-level Markov decision process by time aggregation ⋮ A canonical form for pencils of matrices with applications to asymptotic linear programs ⋮ Bounding fixed points of set-based Bellman operator and Nash equilibria of stochastic games ⋮ Time scale decomposition in production planning for unreliable flexible manufacturing systems ⋮ A two-factor stochastic production model with two time scales ⋮ On asymptotic optimization of a class of nonlinear stochastic hybrid systems

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• Perturbation theory for unbounded Markov reward processes with applications to queueing
• Perturbation theory for Markov reward processes with applications to queueing systems
• A singular perturbation approach to modeling and control of Markov chains
• Discrete Dynamic Programming
• Perturbation theory and finite Markov chains

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