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A weak convergence approach to hybrid LQG problems with infinite control weights - MaRDI portal

A weak convergence approach to hybrid LQG problems with infinite control weights

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Publication:1608646

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DOI10.1155/S1048953302000011zbMath1023.93073MaRDI QIDQ1608646

G. George Yin, Jiong-min Yong

Publication date: 8 August 2002

Published in: Journal of Applied Mathematics and Stochastic Analysis (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/50390

zbMATH Keywords

aggregation weak convergence singular perturbation hybrid system continuous-time Markov chains linear quadratic Gaussian regulator

Mathematics Subject Classification ID

Time-scale analysis and singular perturbations in control/observation systems (93C70) Optimal stochastic control (93E20)

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