Control of dynamic systems under the influence of singularly perturbed Markov chains (Q1378700)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Control of dynamic systems under the influence of singularly perturbed Markov chains |
scientific article; zbMATH DE number 1115538
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Control of dynamic systems under the influence of singularly perturbed Markov chains |
scientific article; zbMATH DE number 1115538 |
Statements
Control of dynamic systems under the influence of singularly perturbed Markov chains (English)
0 references
9 February 1998
0 references
A quite general framework is developed for obtaining near-optimal controls for nonlinear dynamic systems under the influence of singularly perturbed Markov chains with fast and slow components. The existence results are achieved by considering an averaged system as a reference system, where weak convergence leads to relaxed controls.
0 references
stochastic optimal control
0 references
weak and strong interaction
0 references
near-optimal controls
0 references
nonlinear dynamic systems
0 references
singularly perturbed Markov chains
0 references
existence
0 references
averaged system
0 references
relaxed controls
0 references
0 references
0 references
0 references
0 references
0 references
