Near optimization of stochastic dynamic systems by decomposition and aggregation

DOI10.1002/OCA.699zbMATH Open1069.93521OpenAlexW3122287339MaRDI QIDQ5317823FDOQ5317823

Authors: Suresh P. Sethi, Q. Zhang 

Publication date: 21 September 2005

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

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

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zbMATH Keywords

dynamical systemoptimal controldecomposition and aggregation

Mathematics Subject Classification ID

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

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• An asymptotic analysis of controlled diffusions with rapidly oscillating parameters

Cited In (2)

• Approximate aggregation of linear stochastic systems
• Decomposition of convex high dimensional aggregative stochastic control problems

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