Perturbation theory for semi-Markov control problems
Filar, Jerzy A
Institute of Electrical and Electronic Engineers
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.
Mathematics, Markov Decision Process
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.