Title :
Perturbation and stability theory for Markov control problems
Author :
Abbad, Mohammed ; Filar, Jerzy A.
Author_Institution :
Dept. of Math. & Stat., Univ. of Maryland, Baltimore, MD, USA
fDate :
9/1/1992 12:00:00 AM
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 studied
Keywords :
Markov processes; decision theory; perturbation techniques; stability; ϵ-additive perturbation; Markov decision process; asymptotic analysis; limit Markov control problem; stability theory; Asymptotic stability; Communication networks; Context modeling; Control systems; Dynamic programming; Mathematics; Optimal control; Stability analysis; Statistics; Stochastic systems;
Journal_Title :
Automatic Control, IEEE Transactions on
