Weighted singularly perturbed hybrid stochastic systems

被引：0

作者：

Ke Liu

Jerzy A. Filar

机构：

[1] Academy of Mathematics and Systems Sciences,Institute of Applied Mathematics

[2] Centre for Industrial and Applied Mathematics,undefined

来源：

Mathematical Methods of Operations Research | 2005年 / 62卷

关键词：

Weighted Markov Decision Processes; Hybrid Stochastic System; Perturbations; Optimal policy; -optimal; Primary 90C40;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

In this paper weighted singularly perturbed hybrid stochastic systems are discussed. Under some reasonable assumptions, it is shown that there exists a uniformly δ-optimal policy when the perturbation is sufficiently small.

引用

页码：41 / 54

页数：13

共 50 条

[1] Weighted singularly perturbed hybrid stochastic systems
Liu, K
Filar, JA
MATHEMATICAL METHODS OF OPERATIONS RESEARCH, 2005, 62 (01) : 41 - 54
[2] Control of singularly perturbed hybrid stochastic systems
Filar, JA
Gaitsgory, V
Haurie, AB
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2001, 46 (02) : 179 - 190
[3] Control of singularly perturbed hybrid stochastic systems
Filar, JA
Gaitsgory, V
Haurie, A
PROCEEDINGS OF THE 35TH IEEE CONFERENCE ON DECISION AND CONTROL, VOLS 1-4, 1996, : 511 - 516
[4] Stability of singularly perturbed nonlinear stochastic hybrid systems
Socha, Leslaw
STOCHASTIC ANALYSIS AND APPLICATIONS, 2016, 34 (03) : 365 - 388
[5] Composite stabilization of singularly perturbed stochastic hybrid systems
Tsai, CC
INTERNATIONAL JOURNAL OF CONTROL, 1998, 71 (06) : 1005 - 1020
[6] APPROXIMATION AND DECOMPOSITION OF SINGULARLY PERTURBED STOCHASTIC HYBRID SYSTEMS
TSAI, CC
HADDAD, AH
INTERNATIONAL JOURNAL OF CONTROL, 1992, 55 (05) : 1219 - 1238
[7] Singularly perturbed stochastic systems
V. S. Korolyuk
Ukrainian Mathematical Journal, 1997, 49 (1)
[8] Averaging, aggregation and optimal control of singularly perturbed stochastic hybrid systems
Tsai, CC
Haddad, AH
INTERNATIONAL JOURNAL OF CONTROL, 1997, 68 (01) : 31 - 50
[9] ON STABILITY OF THE STOCHASTIC SINGULARLY PERTURBED SYSTEMS
MARTYNYUK, AA
DOPOVIDI AKADEMII NAUK UKRAINSKOI RSR SERIYA A-FIZIKO-MATEMATICHNI TA TECHNICHNI NAUKI, 1989, (07): : 54 - 56
[10] Stability of Singularly Perturbed Stochastic Systems
Gorelova, E. Y.
Automation and Remote Control (English translation of Avtomatika i Telemekhanika), 58 (01):

← 1 2 3 4 5 →