Optimal control of stochastic singular affine systems with Markovian jumps

DOI10.1186/S13660-022-02804-1MaRDI QIDQ2157752zbMATH OpenOpenAlexFDO

Authors Xin Wang, Lisha Wang, Yuxiang Liu

Publication date 22 July 2022

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

Copyright license Creative Commons Attribution 4.0 International

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)

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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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