Weighted singularly perturbed hybrid stochastic systems

Ke Liu () and Jerzy A. Filar ()

Mathematical Methods of Operations Research, 2005, vol. 62, issue 1, 54 pages

Abstract: In this paper weighted singularly perturbed hybrid stochastic systems are discussed. Under some reasonable assumptions, it is shown that there exists a uniformly δ-optimal policy when the perturbation is sufficiently small. Copyright Springer-Verlag Berlin Heidelberg 2005

Keywords: Weighted Markov Decision Processes; Hybrid Stochastic System; Perturbations; Optimal policy; δ-optimal; Primary 90C40 (search for similar items in EconPapers)
Date: 2005
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DOI: 10.1007/s00186-005-0440-7

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