Perturbation and stability theory for Markov control problems

A unified approach to the asymptotic analysis of a Markov decision process disturbed by an epsilon -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...

Full description

Saved in:
Bibliographic Details
Published inIEEE transactions on automatic control Vol. 37; no. 9; pp. 1415 - 1420
Main Authors Abbad, M., Filar, J.A.
Format Journal Article
LanguageEnglish
Published New York, NY IEEE 01.09.1992
Institute of Electrical and Electronics Engineers
Subjects
Applied sciences
Asymptotic stability
Communication networks
Context modeling
Control systems
Decision theory. Utility theory
Dynamic programming
Exact sciences and technology
Mathematics
Operational research and scientific management
Operational research. Management science
Optimal control
Stability analysis
Statistics
Stochastic systems
Approximation
Markov decision
Stability
Decision theory
Asymptotic behavior
Perturbation
Optimization
Online AccessGet full text

Cover

More Information
Summary:A unified approach to the asymptotic analysis of a Markov decision process disturbed by an epsilon -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 studied.< >
Bibliography:ObjectType-Article-2
SourceType-Scholarly Journals-1
ObjectType-Feature-1
content type line 23
ISSN:0018-9286
1558-2523
DOI:10.1109/9.159584