Control of singularly perturbed hybrid stochastic systems
From MaRDI portal
Publication:4540299
DOI10.1109/9.905686zbMath0992.93054OpenAlexW2152260881MaRDI QIDQ4540299
Alain B. Haurie, Vladimir Gaitsgory, Jerzy A. Filar
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
jump disturbancesslow modefast modeapproximation of optimal controlhybrid piecewise deterministic control systems
Sensitivity, stability, well-posedness (49K40) Time-scale analysis and singular perturbations in control/observation systems (93C70) Optimal stochastic control (93E20)
Related Items (9)
Continuous-action planning for discounted infinite-horizon nonlinear optimal control with Lipschitz values ⋮ The control of a two-level Markov decision process by time aggregation ⋮ On Near Optimal Control of Systems with Slow Observables ⋮ Planning for optimal control and performance certification in nonlinear systems with controlled or uncontrolled switches ⋮ On average control generating families for singularly perturbed optimal control problems with long run average optimality criteria ⋮ A two-factor stochastic production model with two time scales ⋮ Stability of singularly perturbed nonlinear stochastic hybrid systems ⋮ A model for stochastic hybrid systems with application to communication networks ⋮ Averaging and linear programming in some singularly perturbed problems of optimal control
This page was built for publication: Control of singularly perturbed hybrid stochastic systems