Perturbation and stability theory for Markov control problems
Perturbation and stability theory for Markov control problems
Date
1992
Authors
Abbad, Mohammed
Filar, Jerzy A
Journal Title
Journal ISSN
Volume Title
Publisher
Institute of Electrical and Electronic Engineers
Abstract
A unified approach to the asymptotic analysis of a Markov decision process disturbed by an ε-additive perturbation is proposed. Irrespective of whether the perturbation is regular or singular, the underlying control problem that needs to be understood is the limit Markov control problem. The properties of this problem are the subject of this study.
Description
Keywords
Mathematics,
Markov Decision Process
Citation
Abbad, M. and Filar, J.A., 1992. Perturbation and stability theory for Markov control problems. IEEE Transactions on Automatic Control, 37(9), 1415-1420.