Singular Perturbations of Markov Chains and Decision Processes

Konstantin E. Avrachenkov; Jerzy Filar; Moshe Haviv

doi:10.1007/978-1-4615-0805-2_4

Singular Perturbations of Markov Chains and Decision Processes

Konstantin E. Avrachenkov
, Jerzy Filar
, Moshe Haviv

Department of Statistics

Research output: Chapter in Book/Report/Conference proceeding › Chapter › peer-review

Abstract

In this survey we present a unified treatment of both singular and regular perturbations in finite Markov chains and decision processes. The treatment is based on the analysis of series expansions of various important entities such as the perturbed stationary distribution matrix, the deviation matrix, the mean-passage times matrix and others.

Original language	English
Title of host publication	Handbook of Markov Decision Processes: Methods and Applications
Editors	Eugene A. Feinberg, Adam Shwartz
Place of Publication	Boston, MA
Publisher	Springer US; Imprint: Springer
Pages	113-150
Number of pages	38
ISBN (Electronic)	9781461508052
ISBN (Print)	9781461352488
DOIs	https://doi.org/10.1007/978-1-4615-0805-2_4
State	Published - 2002

Access to Document

10.1007/978-1-4615-0805-2_4

Cite this

@inbook{721f38b41491434391cd8f614aaebe0e,

title = "Singular Perturbations of Markov Chains and Decision Processes",

abstract = "In this survey we present a unified treatment of both singular and regular perturbations in finite Markov chains and decision processes. The treatment is based on the analysis of series expansions of various important entities such as the perturbed stationary distribution matrix, the deviation matrix, the mean-passage times matrix and others.",

author = "Avrachenkov, \{Konstantin E.\} and Jerzy Filar and Moshe Haviv",

year = "2002",

doi = "10.1007/978-1-4615-0805-2\_4",

language = "אנגלית",

isbn = "9781461352488",

pages = "113--150",

editor = "Feinberg, \{Eugene A.\} and Adam Shwartz",

booktitle = "Handbook of Markov Decision Processes: Methods and Applications",

publisher = "Springer US; Imprint: Springer",

}

Singular Perturbations of Markov Chains and Decision Processes. / Avrachenkov, Konstantin E.; Filar, Jerzy; Haviv, Moshe.
Handbook of Markov Decision Processes: Methods and Applications. ed. / Eugene A. Feinberg; Adam Shwartz. Boston, MA: Springer US; Imprint: Springer, 2002. p. 113-150.

Research output: Chapter in Book/Report/Conference proceeding › Chapter › peer-review

TY - CHAP

T1 - Singular Perturbations of Markov Chains and Decision Processes

AU - Avrachenkov, Konstantin E.

AU - Filar, Jerzy

AU - Haviv, Moshe

PY - 2002

Y1 - 2002

N2 - In this survey we present a unified treatment of both singular and regular perturbations in finite Markov chains and decision processes. The treatment is based on the analysis of series expansions of various important entities such as the perturbed stationary distribution matrix, the deviation matrix, the mean-passage times matrix and others.

AB - In this survey we present a unified treatment of both singular and regular perturbations in finite Markov chains and decision processes. The treatment is based on the analysis of series expansions of various important entities such as the perturbed stationary distribution matrix, the deviation matrix, the mean-passage times matrix and others.

U2 - 10.1007/978-1-4615-0805-2_4

DO - 10.1007/978-1-4615-0805-2_4

M3 - ???researchoutput.researchoutputtypes.contributiontobookanthology.chapter???

SN - 9781461352488

SP - 113

EP - 150

BT - Handbook of Markov Decision Processes: Methods and Applications

A2 - Feinberg, Eugene A.

A2 - Shwartz, Adam

PB - Springer US; Imprint: Springer

CY - Boston, MA

ER -

Singular Perturbations of Markov Chains and Decision Processes

Abstract

Access to Document

Fingerprint

Cite this