Control of dynamic systems under the influence of singularly perturbed Markov chains

DOI10.1006/JMAA.1997.5770MaRDI QIDQ1378700zbMATH OpenOpenAlexFDO

Authors Q. Zhang, George Yin

Publication date 9 February 1998

Published in Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1006/jmaa.1997.5770

zbMATH Keywords

averaged systemexistencenear-optimal controlsnonlinear dynamic systemsrelaxed controlssingularly perturbed Markov chainsstochastic optimal controlweak and strong interaction

Mathematics Subject Classification ID

Optimal stochastic control (93E20)

Review text

A quite general framework is developed for obtaining near-optimal controls for nonlinear dynamic systems under the influence of singularly perturbed Markov chains with fast and slow components. The existence results are achieved by considering an averaged system as a reference system, where weak convergence leads to relaxed controls.

Recommendations

• Near-optimal controls of discrete-time dynamic systems driven by singularly-perturbed Markov chains
• NEARLY OPTIMAL CONTROL OF NONLINEAR MARKOVIAN SYSTEMS SUBJECT TO WEAK AND STRONG INTERACTIONS
• On the construction of asymptotically optimal controls for singularly perturbed systems
• Near-optimal control for a singularly perturbed linear stochastic singular system with Markovian jumping parameters

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Cited in

(7)

• Near-optimal controls of discrete-time dynamic systems driven by singularly-perturbed Markov chains
• Near-optimal control for a singularly perturbed linear stochastic singular system with Markovian jumping parameters
• NEARLY OPTIMAL CONTROL OF NONLINEAR MARKOVIAN SYSTEMS SUBJECT TO WEAK AND STRONG INTERACTIONS
• Some control measures for Markov systems
• Control of singularly perturbed Markov chains: A numerical study
• Near optimality of stochastic control for singularly perturbed McKean-Vlasov systems
• Singular perturbation for the discounted continuous control of piecewise deterministic Markov processes

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