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Zhexin Wen

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Sep 2026

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

Abstract. This paper studies singular perturbations of discrete-time Markov chains in general state spaces, which may include the transient set. By leveraging the idea of state aggregation, we derive a Taylor series expansion for the invariant probability measure of the singularly perturbed Markov chain. We then apply...

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

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