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Asymptotic linear programming and policy improvement for singularly perturbed Markov decision processes |
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| Authors: | Eitan Altman Konstantin E. Avrachenkov Jerzy A. Filar |
| Affiliation: | INRIA, Centre Sophia-Antipolis, 2004 Route des Lucioles, B.P. 93, F-06902 Sophia-Antipolis Cedex, France (e-mail: eitan.altman@sophia.inria.fr), FR Centre for the Industrial and Applicable Mathematics, School of Mathematics, University of South Australia, The Levels, SA 5095, Australia (e-mail: matkea@zarniwoop.levels.unisa.edu.au), AU |
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