On asymptotic optimization of a class of nonlinear stochastic hybrid systems
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Publication:1298749
DOI10.1007/BF01194402zbMath0952.90045MaRDI QIDQ1298749
Peng Shi, Vladimir Gaitsgory, Eitan Altman
Publication date: 22 August 1999
Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)
Numerical analysis or methods applied to Markov chains (65C40) Markov and semi-Markov decision processes (90C40)
Related Items (3)
Near-optimal controls of discrete-time dynamic systems driven by singularly-perturbed Markov chains ⋮ On nonzero-sum game considered on solutions of a hybrid system with frequent random jumps ⋮ STRONG AVERAGE OPTIMALITY FOR CONTROLLED NONHOMOGENEOUS MARKOV CHAINS*
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