KMS Of Academy of mathematics and systems sciences, CAS
Weighted singularly perturbed hybrid stochastic systems | |
Liu, K; Filar, JA | |
2005-09-01 | |
发表期刊 | MATHEMATICAL METHODS OF OPERATIONS RESEARCH |
ISSN | 1432-2994 |
卷号 | 62期号:1页码:41-54 |
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 delta-optimal policy when the perturbation is sufficiently small. |
关键词 | weighted Markov Decision Processes Hybrid Stochastic System perturbations optimal policy delta-optimal |
DOI | 10.1007/s00186-005-0440-7 |
语种 | 英语 |
WOS研究方向 | Operations Research & Management Science ; Mathematics |
WOS类目 | Operations Research & Management Science ; Mathematics, Applied |
WOS记录号 | WOS:000231647800005 |
出版者 | PHYSICA-VERLAG GMBH & CO |
引用统计 | |
文献类型 | 期刊论文 |
条目标识符 | http://ir.amss.ac.cn/handle/2S8OKBNM/1845 |
专题 | 应用数学研究所 |
通讯作者 | Liu, K |
作者单位 | CAS, Acad Math & Syst Sci, Inst Appl Math, Beijing 100080, Peoples R China |
推荐引用方式 GB/T 7714 | Liu, K,Filar, JA. Weighted singularly perturbed hybrid stochastic systems[J]. MATHEMATICAL METHODS OF OPERATIONS RESEARCH,2005,62(1):41-54. |
APA | Liu, K,&Filar, JA.(2005).Weighted singularly perturbed hybrid stochastic systems.MATHEMATICAL METHODS OF OPERATIONS RESEARCH,62(1),41-54. |
MLA | Liu, K,et al."Weighted singularly perturbed hybrid stochastic systems".MATHEMATICAL METHODS OF OPERATIONS RESEARCH 62.1(2005):41-54. |
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