Perturbation and stability theory for Markov control problems
- 1 January 1992
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Automatic Control
- Vol. 37 (9) , 1415-1420
- https://doi.org/10.1109/9.159584
Abstract
A unified approach to the asymptotic analysis of a Markov decision process disturbed by an epsilon -additive perturbation is proposed. Irrespective of whether the perturbation is regular or singular, the underlying control problem that needs to be understood is the limit Markov control problem. The properties of this problem are studied.Keywords
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