Control of singularly perturbed hybrid stochastic systems

DOI10.1109/9.905686zbMath0992.93054OpenAlexW2152260881MaRDI QIDQ4540299

Alain B. Haurie, Vladimir Gaitsgory, Jerzy A. Filar

Publication date: 21 July 2002

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/2328/26290

zbMATH Keywords

jump disturbancesslow modefast modeapproximation of optimal controlhybrid piecewise deterministic control systems

Mathematics Subject Classification ID

Sensitivity, stability, well-posedness (49K40) Time-scale analysis and singular perturbations in control/observation systems (93C70) Optimal stochastic control (93E20)

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