Control of singularly perturbed hybrid stochastic systems

DOI10.1109/9.905686zbMATH Open0992.93054OpenAlexW2152260881MaRDI QIDQ4540299FDOQ4540299

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

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zbMATH Keywords

jump disturbancesslow modefast modeapproximation of optimal controlhybrid piecewise deterministic control systems

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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• The control of a two-level Markov decision process by time aggregation
• Preview control for continuous-time singular stochastic systems
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• Sliding mode control of singular stochastic hybrid systems
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• A two-factor stochastic production model with two time scales
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• On average control generating families for singularly perturbed optimal control problems with long run average optimality criteria
• A model for stochastic hybrid systems with application to communication networks
• On near optimal control of systems with slow observables
• Planning for optimal control and performance certification in nonlinear systems with controlled or uncontrolled switches
• \( H_\infty\) control of singularly perturbed systems using deficient hidden semi-Markov model
• Weighted singularly perturbed hybrid stochastic systems

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