In this paper we consider the weighted reward Markov decision process, with perturbation. The “weighted reward” refers to appropriately normalized convex combination of the discounted and the long-run average reward criteria. This criterion allows the controller to trade-off short-term costs...

In this paper, Weighted reward Perturbed Markov Decision Processes with finite state and countable action spaces (semi-infinite WMDP for short) are considered. The ”weighted reward” refers to appropriately normalized convex combination of the discounted and the long-run average reward...

In this paper, Weighted reward Perturbed Markov Decision Processes with finite state and countable action spaces (semi-infinite WMDP for short) are considered. The ”weighted reward” refers to appropriately normalized convex combination of the discounted and the long-run average reward...

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. Copyright Springer-Verlag Berlin Heidelberg 2005

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. Copyright Springer-Verlag Berlin Heidelberg 2005

We consider the problem of the perturbation of a class of linear-quadratic differential games with piecewise deterministic dynamics, where the changes from one structure (for the dynamics) to another are governed by a finite-state Markov process. Player 1 controls the continuous dynamics,...

In this paper, Discounted Markov Decision Processes with finite state and countable action set (semi-infinite DMDP for short) are considered. A policy improvement finite algorithm which finds a nearly optimal deterministic strategy is presented. The steps of the algorithm are based on the...

We consider the problem of the perturbation of a class of linear-quadratic differential games with piecewise deterministic dynamics, where the changes from one structure (for the dynamics) to another are governed by a finite-state Markov process. Player 1 controls the continuous dynamics,...

In this paper, Discounted Markov Decision Processes with finite state and countable action set (semi-infinite DMDP for short) are considered. A policy improvement finite algorithm which finds a nearly optimal deterministic strategy is presented. The steps of the algorithm are based on the...

Renewable resource modelling is usually characterized by different time scales where some state variables such as biomass may evolve relatively faster than other state variables such as carrying capacity. Ignoring this time scale separation means that a slowly changing variable is treated as...