Asymptotic Optimization of a Nonlinear Hybrid System Governed by a Markov Decision Process
From MaRDI portal
Publication:4377416
DOI10.1137/S0363012995279985zbMath0905.90176MaRDI QIDQ4377416
Vladimir Gaitsgory, Eitan Altman
Publication date: 9 February 1998
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Markov decision processes; nonlinear dynamics; averaging; asymptotic optimality; hybrid stochastic systems
93E20: Optimal stochastic control
90C40: Markov and semi-Markov decision processes
49J15: Existence theories for optimal control problems involving ordinary differential equations
Related Items
Safety verification for probabilistic hybrid systems, On asymptotic optimization of a class of nonlinear stochastic hybrid systems, Near-optimal controls of discrete-time dynamic systems driven by singularly-perturbed Markov chains, On nonzero-sum game considered on solutions of a hybrid system with frequent random jumps, A compositional modelling and analysis framework for stochastic hybrid systems, A compositional modelling and verification framework for stochastic hybrid systems