Algorithms for singularly perturbed limiting average Markov control problems

DOI10.1109/9.159585zbMath0755.60055OpenAlexW2149308614MaRDI QIDQ4021216

Tomasz R. Bielecki, Jerzy A. Filar, Mohammed Abbad

Publication date: 16 January 1993

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/2328/26292

zbMATH Keywords

Markov decision processsmall perturbationaggregation-disaggregation policy

Mathematics Subject Classification ID

Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Stochastic systems in control theory (general) (93E03)

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