• DocumentCode
    831959
  • 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
  • Volume
    37
  • Issue
    9
  • fYear
    1992
  • fDate
    9/1/1992 12:00:00 AM
  • Firstpage
    1415
  • Lastpage
    1420
  • 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;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/9.159584
  • Filename
    159584
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=831959