scientific article; zbMATH DE number 1060032

MaRDI QIDQ4354022zbMATH OpenFDO

Authors Jerzy Filar, Alain Haurie

Publication date 18 June 1998

zbMATH Keywords

Dantzig-Wolfe decompositioncontrolled Markov chainhybrid statesingularly perturbed stochastic systemsconvergence of the optimal average costlimit-control problem

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Existence theories for optimal control problems involving ordinary differential equations (49J15) Optimality conditions for problems involving randomness (49K45) Optimal stochastic control (93E20)

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