In this paper we consider a singularly perturbed Markov decision process with finitely many states and actions and the limiting expected average reward criterion. We make no assumptions about the underlying ergodic structure. We present algorithms for the computation of a uniformly optimal...

We consider the problem of control for continuous time stochastic hybrid systems in finite time horizon. The systems considered are nonlinear: the state evolution is a nonlinear function of both the control and the state. The control parameters change at discrete times according to an underlying...

In this paper we consider a singularly perturbed Markov decision process with finitely many states and actions and the limiting expected average reward criterion. We make no assumptions about the underlying ergodic structure. We present algorithms for the computation of a uniformly optimal...

We consider the problem of control for continuous time stochastic hybrid systems in finite time horizon. The systems considered are nonlinear: the state evolution is a nonlinear function of both the control and the state. The control parameters change at discrete times according to an underlying...