Liu, Ke; Filar, Jerzy A. - In: Mathematical Methods of Operations Research 62 (2005) 1, pp. 41-54
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