Now showing items 1-4 of 4

    • Aggregation-disaggregation algorithm for e2-singularly perturbed limiting average Markov control problems 

      Abbad, Mohammed; Filar, Jerzy A (Institute of Electrical and Electronic Engineers, 1991)
      In 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 ...
    • Algorithms for singularly perturbed limiting average Markov Control Problems 

      Abbad, Mohammed; Filar, Jerzy A; Bielecki, Tomasz R (Institute of Electrical and Electronic Engineers, 1990)
      The authors consider a singularly perturbed Markov decision process (MDP) with the limiting average cost criterion. It is assumed that the underlying process is composed of n separate irreducible processes, and that the ...
    • Perturbation and stability theory for Markov control problems 

      Abbad, Mohammed; Filar, Jerzy A (Institute of Electrical and Electronic Engineers, 1992)
      A unified approach to the asymptotic analysis of a Markov decision process disturbed by an ε-additive perturbation is proposed. Irrespective of whether the perturbation is regular or singular, the underlying control problem ...
    • Perturbation theory for semi-Markov control problems 

      Abbad, Mohammed; Filar, Jerzy A (Institute of Electrical and Electronic Engineers, 1991)
      In earlier work, the authors considered the perturbation of systems undergoing Markov processes in which the times between two consecutive decision time points were equidistant. They now consider perturbations of processes ...