Perturbation theory for semi-Markov control problems
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Date
1991
Authors
Abbad, Mohammed
Filar, Jerzy A
Journal Title
Journal ISSN
Volume Title
Publisher
Institute of Electrical and Electronic Engineers
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Abstract
In earlier work, the authors considered the perturbation of systems undergoing Markov processes in which the times between two consecutive decision time points were equidistant. They now consider perturbations of processes for which the times between transition are random variables. These are called semi-Markov processes.
Description
Keywords
Mathematics, Markov Decision Process
Citation
Abbad, M. and Filar, J.A., 1991. Perturbation theory for semi-Markov control problems. Proceedings of the 30th IEEE Conference on Decision and Control, vol. 1, 489-493.