Show simple item record

dc.contributor.authorAbbad, Mohammed
dc.contributor.authorFilar, Jerzy A
dc.date.accessioned2012-09-13T23:56:47Z
dc.date.available2012-09-13T23:56:47Z
dc.date.issued1991
dc.identifier.citationAbbad, M. and Filar, J.A., 1991. Aggregation-disaggregation algorithm for e2-singularly perturbed limiting average Markov control problems. Proceedings of the 30th IEEE Conference on Decision and Control, vol. 1, 465-470.en
dc.identifier.urihttp://hdl.handle.net/2328/26281
dc.description.abstractIn this paper we consider a singular perturbation of order 2 for a Markov decision process with the limiting average reward criterion. We define a singular perturbation of order 2 in the following sense: we assume that the underlying process is composed of n separate irreducible processes, and that a small e-perturbation is such that it ”unites” these processes into m separate irreducible processes. Then another small e2-perturbation is such that it “unites” these latter processes into a single irreducible process. The present paper is organized as follows: In Section 2, we formulate the singular perturbation of order 2. In Section 3, we give explicitly the limit Markov Control Problem (limit MCP), that is entirely different from the original unperturbed MDP, which forms an appropriate asymptotic approximation to a whole family of perturbed problems. Thus only the single limit MCP needs to be solved.en
dc.language.isoen
dc.publisherInstitute of Electrical and Electronic Engineersen
dc.subjectMathematicsen
dc.subjectMarkov Decision Processesen
dc.titleAggregation-disaggregation algorithm for e2-singularly perturbed limiting average Markov control problemsen
dc.typeArticleen
dc.rights.licenseIn Copyright


Files in this item

Thumbnail

This item appears in the following Collection(s)

Show simple item record