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Qing-Wei Jiang

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Sep 2026

Discrete-Time Singularly Perturbed Markov Decision Processes with a General State Space

A Taylor series expansion is derived for the invariant probability measure of the singularly perturbed Markov chain and this expansion is applied to analyze the expected long-run average cost (EAC) for singularly perturbed Markov decision processes (MDPs).

Qing-Wei Jiang, Yuan-Yuan Liu, Zhexin Wen · 0 citations

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