On asymptotic optimization of a class of nonlinear stochastic hybrid systems

DOI10.1007/BF01194402zbMath0952.90045MaRDI QIDQ1298749

Peng Shi, Vladimir Gaitsgory, Eitan Altman

Publication date: 22 August 1999

Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)

zbMATH Keywords

nonlinear systemsMarkov decision processeshybrid stochastic systems

Mathematics Subject Classification ID

Numerical analysis or methods applied to Markov chains (65C40) Markov and semi-Markov decision processes (90C40)

Related Items (3)

Near-optimal controls of discrete-time dynamic systems driven by singularly-perturbed Markov chains ⋮ On nonzero-sum game considered on solutions of a hybrid system with frequent random jumps ⋮ STRONG AVERAGE OPTIMALITY FOR CONTROLLED NONHOMOGENEOUS MARKOV CHAINS^*

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