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
· SIAM Journal of Control and... · 0 citations