scientific article; zbMATH DE number 1944271

MaRDI QIDQ4407572zbMATH OpenFDO

Authors Q. Zhang, Ruihua Liu, G. Yin

Publication date 2003

zbMATH Keywords

`hybrid' discrete time linear-quadratic problemsinfinite horizonlimit systemMarkov systemsnearly optimal controlsingular perturbationsingularly perturbed discrete time Markov chainswitching

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05) Large-scale systems (93A15) Discrete-time control/observation systems (93C55) Time-scale analysis and singular perturbations in control/observation systems (93C70) Optimal stochastic control (93E20)

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Cited in

(13)

• Singulary perturbed Markov control problem: Limiting average cost
• Controlled Markov chains with weak and strong interactions: Asymptotic optimality and applications to manufacturing
• Near-optimal controls of discrete-time dynamic systems driven by singularly-perturbed Markov chains
• A weak convergence approach to hybrid LQG problems with infinite control weights
• Asymptotically optimal controls of hybrid LQG problems: Summary of results.
• NEARLY OPTIMAL CONTROL OF NONLINEAR MARKOVIAN SYSTEMS SUBJECT TO WEAK AND STRONG INTERACTIONS
• A sparse Markov chain approximation of LQ-type stochastic control problems.
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• Asymptotic Optimization of a Nonlinear Hybrid System Governed by a Markov Decision Process
• Control of singularly perturbed Markov chains: A numerical study
• Asymptotically optimal controls of hybrid linear quadratic regulators in discrete time.
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