Control of singularly perturbed hybrid stochastic systems

DOI10.1109/9.905686MaRDI QIDQ4540299zbMATH OpenOpenAlexFDO

Authors Jerzy Filar, V. Gaitsgory, Alain Haurie

Publication date 21 July 2002

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/2328/26290

zbMATH Keywords

approximation of optimal controlfast modehybrid piecewise deterministic control systemsjump disturbancesslow mode

Mathematics Subject Classification ID

Sensitivity, stability, well-posedness (49K40) Time-scale analysis and singular perturbations in control/observation systems (93C70) Optimal stochastic control (93E20)

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