Near optimization of stochastic dynamic systems by decomposition and aggregation

DOI10.1002/OCA.699zbMath1069.93521OpenAlexW3122287339MaRDI QIDQ5317823

Qing Zhang, Suresh P. Sethi

Publication date: 21 September 2005

Published in: Optimal Control Applications and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/oca.699

zbMATH Keywords

optimal controldynamical systemdecomposition and aggregation

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Optimality conditions for problems involving randomness (49K45)

Cites Work

• An asymptotic analysis of controlled diffusions with rapidly oscillating parameters
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