scientific article; zbMATH DE number 1060032

zbMATH Open0889.49017MaRDI QIDQ4354022FDOQ4354022

Authors: Jerzy Filar, Alain Haurie 

Publication date: 18 June 1998

Title of this publication is not available (Why is that?)

Recommendations

• Control of singularly perturbed hybrid stochastic systems
• Averaging, aggregation and optimal control of singularly perturbed stochastic hybrid systems
• scientific article
• Optimality issues for a class of controlled singularly perturbed stochastic systems
• Ergodicity, stabilization, and singular perturbations for Bellman-Isaacs equations

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)

Cited In (6)

• Optimality issues for a class of controlled singularly perturbed stochastic systems
• Title not available (Why is that?)
• A two-factor stochastic production model with two time scales
• Control of singularly perturbed hybrid stochastic systems
• An ergodic Stackelberg team problem for controlled diffusions
• Weighted singularly perturbed hybrid stochastic systems

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