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Perturbation theory for semi-Markov control problems
(Institute of Electrical and Electronic Engineers, 1991)
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 ...
Perturbation and stability theory for Markov control problems
(Institute of Electrical and Electronic Engineers, 1992)
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 ...