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Sensitivity of finite Markov chains under perturbation

โœ Scribed by E. Seneta


Publisher
Elsevier Science
Year
1993
Tongue
English
Weight
330 KB
Volume
17
Category
Article
ISSN
0167-7152

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โœ G Yin; Q Zhang ๐Ÿ“‚ Article ๐Ÿ“… 1997 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 320 KB

This work is concerned with nearly optimal controls of nonlinear dynamic systems under the influence of singularly perturbed Markov chains. The underlying Markov chains have fast and slow components and their states can be divided into a number of groups. Within each group of states, the chain varie