Weighted singularly perturbed hybrid stochastic systems
文献类型：期刊论文
| 作者 | Liu, K ; Filar, JA
|
| 刊名 | MATHEMATICAL METHODS OF OPERATIONS RESEARCH
 |
| 出版日期 | 2005-09-01 |
| 卷号 | 62期号:1页码:41-54 |
| 关键词 | weighted Markov Decision Processes Hybrid Stochastic System perturbations optimal policy delta-optimal |
| ISSN号 | 1432-2994 |
| DOI | 10.1007/s00186-005-0440-7 |
| 英文摘要 | 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. |
| WOS研究方向 | Operations Research & Management Science ; Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:000231647800005 |
| 出版者 | PHYSICA-VERLAG GMBH & CO |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/1844]  |
| 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. |
入库方式： OAI收割
来源：数学与系统科学研究院
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