On nearly optimal controls of hybrid LQG problems
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Cited in
(31)- A weak convergence approach to hybrid LQG problems with infinite control weights
- Asymptotic properties of a singularly perturbed Markov chain with inclusion of transient states.
- Weak closed-loop solvability of stochastic linear quadratic optimal control problems of Markovian regime switching system
- Optimal control of stochastic singular affine systems with Markovian jumps
- BSDEs with regime switching: weak convergence and applications
- Asymptotically optimal controls of hybrid LQG problems: Summary of results.
- NEARLY OPTIMAL CONTROL OF NONLINEAR MARKOVIAN SYSTEMS SUBJECT TO WEAK AND STRONG INTERACTIONS
- Moderate deviations for time-varying dynamic systems driven by non-homogeneous Markov chains with two-time scales
- Open-loop and closed-loop solvabilities for stochastic linear quadratic optimal control problems of Markovian regime switching system
- Hybridization of optimal control problems
- Bounds of ruin probability for regime-switching models using time scale separation
- Novel hybrid MRAC-LQ control schemes: synthesis, analysis and applications
- Maximum principle for optimal control problems of forward-backward regime-switching system and applications
- Discrete-time singularly perturbed Markov chains: aggregation, occupation measures, and switching diffusion limit
- Control of singularly perturbed Markov chains: A numerical study
- A semi-Lagrangian algorithm in policy space for hybrid optimal control problems
- A stochastic maximum principle for switching diffusions using conditional mean-fields with applications to control problems
- Near-optimal mean-variance controls under two-time-scale formulations and applications
- Asymptotically optimal controls of hybrid linear quadratic regulators in discrete time.
- Stochastic Linear-Quadratic Optimal Control Problems with Random Coefficients and Markovian Regime Switching System
- Stochastic maximum principle for hybrid optimal control problems under partial observation
- Two-time scale reinforcement learning and applications to production planning
- A conditional mean-field type stochastic differential game of hybrid switching diffusions systems with delay and its applications
- Mean-field social optimization for linear-quadratic Markov switching systems with Poisson jumps
- Stochastic linear quadratic optimal control problems with regime-switching jumps in infinite horizon
- Stochastic LQ control under asymptotic tracking for discrete systems over multiple lossy channels
- Near optimal control for a class of stochastic hybrid systems
- Near-optimal controls of random-switching LQ problems with indefinite control weight costs
- Low-complexity control of hybrid systems using approximate multi-parametric MILP
- Euler-Maruyama approximations in mean-reverting stochastic volatility model under regime-switching
- Balanced realizations of regime-switching linear systems
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