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.
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收藏
页码：41 / 54
页数：13
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