Singularly Perturbed Discounted Markov Control Processes in a General State Space

DOI10.1137/110827466zbMath1251.93139OpenAlexW1983053125MaRDI QIDQ2903501

Oswaldo L. V. Costa, François 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

zbMATH Keywords

optimal controlsingular perturbationMarkov decision process

Mathematics Subject Classification ID

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

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