Optimal control of stochastic singular affine systems with Markovian jumps

DOI10.1186/S13660-022-02804-1zbMATH Open1506.93103OpenAlexW4281285890MaRDI QIDQ2157752FDOQ2157752

Yuxiang Liu, Lisha Wang, Xin Wang

Publication date: 22 July 2022

Published in: Journal of Inequalities and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1186/s13660-022-02804-1

zbMATH Keywords

Markov jump systemsleader-follower differential gamesingular affine systems

Mathematics Subject Classification ID

Control problems involving ordinary differential equations (34H05) Continuous-time Markov processes on discrete state spaces (60J27) Stochastic systems in control theory (general) (93E03) Optimal stochastic control (93E20)

Cites Work

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Cited In (2)

• Stochastic finite-time guaranteed cost control of Markovian jumping singular systems
• Nearly optimal control of singularly perturbed Markov decision processes in discrete time

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