Weighted singularly perturbed hybrid stochastic systems

被引：0

作者：

Ke Liu

Jerzy A. Filar

机构：

[1] Academy of Mathematics and Systems Sciences,Institute of Applied Mathematics

[2] Centre for Industrial and Applied Mathematics,undefined

来源：

Mathematical Methods of Operations Research | 2005年 / 62卷

关键词：

Weighted Markov Decision Processes; Hybrid Stochastic System; Perturbations; Optimal policy; -optimal; Primary 90C40;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

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.

引用

页码：41 / 54

页数：13

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