Control of dynamic systems under the influence of singularly perturbed Markov chains

DOI10.1006/jmaa.1997.5770zbMath0891.93083OpenAlexW2058643417MaRDI QIDQ1378700

Qing Zhang, G. George Yin

Publication date: 9 February 1998

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmaa.1997.5770

zbMATH Keywords

existencestochastic optimal controlnonlinear dynamic systemsnear-optimal controlsrelaxed controlsaveraged systemsingularly perturbed Markov chainsweak and strong interaction

Mathematics Subject Classification ID

Optimal stochastic control (93E20)

Related Items

Near Optimality of Stochastic Control for Singularly Perturbed McKean--Vlasov Systems ⋮ NEARLY OPTIMAL CONTROL OF NONLINEAR MARKOVIAN SYSTEMS SUBJECT TO WEAK AND STRONG INTERACTIONS ⋮ Singular perturbation for the discounted continuous control of piecewise deterministic Markov processes

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