Singular perturbations of Markov chains and decision processes

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Percentile Optimization for Markov Decision Processes with Parameter Uncertainty (2010, background): “Previous work also studies parametric uncertain in the form of perturbations of the underlying Markov chain but these focus more on understanding the long term dynamics of the system rather than the performance of policies (see Avrachenkov et al. (2002)). In this paper we offer a more practical way ”
Distributionally Robust Markov Decision Processes (2010, background): “[3] for a detailed survey) that deals with this problem in a comprehensive way.”
Perturbation analysis for denumerable Markov chains with application to queueing models (2004, background): “There is a significant body of literature on perturbation analysis of finite-state Markov chains and Markov processes; for an extensive bibliography, see the books [8], [25] and [30] and the survey paper [4].”