Perturbation of linear quadratic systems with jump parameters and hybrid controls.

DOI10.1007/S001860000050zbMath1035.49036OpenAlexW1976398391MaRDI QIDQ1403173

Eitan Altman, Mohammed Abbad, Rachid El-Azouzi

Publication date: 2000

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

Full work available at URL: https://hal.inria.fr/inria-00072842/file/RR-3816.pdf

zbMATH Keywords

aggregationsingular perturbationaveragingcontinuous-time Markov chainstochastic gamelinear-quadratic differential gameslexicographical optimization

Mathematics Subject Classification ID

Sensitivity, stability, well-posedness (49K40) Differential games and control (49N70) Time-scale analysis and singular perturbations in control/observation systems (93C70) Optimal stochastic control (93E20) Stochastic games, stochastic differential games (91A15)

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