NEARLY OPTIMAL CONTROL OF NONLINEAR MARKOVIAN SYSTEMS SUBJECT TO WEAK AND STRONG INTERACTIONS

DOI10.1081/SAP-100002016zbMath1011.93112MaRDI QIDQ2746373

Ruihua Liu, Qing Zhang, G. George Yin

Publication date: 1 June 2003

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1081/sap-100002016

zbMATH Keywords

singularly perturbed Markov chain; optimal stochastic control; quasi-optimal control

Mathematics Subject Classification ID

93C70: Time-scale analysis and singular perturbations in control/observation systems

60J10: Markov chains (discrete-time Markov processes on discrete state spaces)

93E20: Optimal stochastic control

Related Items

Asymptotically optimal controls of hybrid linear quadratic regulators in discrete time., Near optimality of quantized policies in stochastic control under weak continuity conditions

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