Weighted singularly perturbed hybrid stochastic systems

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

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Year of publication:	2005
Authors:	Liu, Ke ; Filar, Jerzy A.
Published in:	Computational Statistics. - Springer. - Vol. 62.2005, 1, p. 41-54
Publisher:	Springer
Subject:	Weighted Markov Decision Processes \| Hybrid Stochastic System \| Perturbations \| Optimal policy \| δ-optimal \| Primary 90C40

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Extent:	text/html
Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://ebvufind01.dmz1.zbw.eu/10010847546