NEARLY OPTIMAL CONTROL OF NONLINEAR MARKOVIAN SYSTEMS SUBJECT TO WEAK AND STRONG INTERACTIONS

DOI10.1081/SAP-100002016zbMath1011.93112OpenAlexW2067794809MaRDI QIDQ2746373

Ruihua Liu, Qing Zhang, G. George Yin

Publication date: 1 June 2003

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

Full work available at URL: https://doi.org/10.1081/sap-100002016

zbMATH Keywords

singularly perturbed Markov chainoptimal stochastic controlquasi-optimal control

Mathematics Subject Classification ID

Time-scale analysis and singular perturbations in control/observation systems (93C70) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Optimal stochastic control (93E20)

Related Items (2)

Near optimality of quantized policies in stochastic control under weak continuity conditions ⋮ Asymptotically optimal controls of hybrid linear quadratic regulators in discrete time.

Cites Work

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• Controlled Markov chains with weak and strong interactions: Asymptotic optimality and applications to manufacturing
• Control of dynamic systems under the influence of singularly perturbed Markov chains
• Asymptotic properties of a singularly perturbed Markov chain with inclusion of transient states.
• A singular perturbation approach to modeling and control of Markov chains
• On nearly optimal controls of hybrid LQG problems
• Functional Analysis
• Aggregation of Variables in Dynamic Systems

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