Control of a hybrid stochastic system
From MaRDI portal
Publication:2367122
DOI10.1016/0167-6911(93)90007-SzbMath0780.93084MaRDI QIDQ2367122
Eitan Altman, Vladimir Gaitsgory
Publication date: 23 August 1993
Published in: Systems \& Control Letters (Search for Journal in Brave)
continuous-time; finite time horizon; controlled Markov chain; continuous-time stochastic hybrid control system
93E03: Stochastic systems in control theory (general)
Related Items
Asymptotically optimal controls of hybrid linear quadratic regulators in discrete time., On asymptotic optimization of a class of nonlinear stochastic hybrid systems, On nonzero-sum game considered on solutions of a hybrid system with frequent random jumps, Exponential bounds for discrete-time singularly perturbed Markov chains
Cites Work