Control of dynamic systems under the influence of singularly perturbed Markov chains (Q1378700)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Control of dynamic systems under the influence of singularly perturbed Markov chains |
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Control of dynamic systems under the influence of singularly perturbed Markov chains (English)
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9 February 1998
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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.
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stochastic optimal control
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weak and strong interaction
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near-optimal controls
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nonlinear dynamic systems
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singularly perturbed Markov chains
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existence
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averaged system
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relaxed controls
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