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
收藏
页码：41 / 54
页数：13
相关论文
共 50 条
  • [21] Exponential stability of singularly perturbed stochastic systems with delay
    Chen, NH
    Guan, ZH
    Lu, XM
    Xu, YD
    DYNAMICS OF CONTINUOUS DISCRETE AND IMPULSIVE SYSTEMS-SERIES B-APPLICATIONS & ALGORITHMS, 2005, 12 (5-6): : 701 - 715
  • [22] Averaging in singularly perturbed hybrid systems with hybrid boundary layer systems
    Wang, Wei
    Teel, Andrew R.
    Nesic, Dragan
    2012 IEEE 51ST ANNUAL CONFERENCE ON DECISION AND CONTROL (CDC), 2012, : 6855 - 6860
  • [23] Efficient nonlinear filtering of a singularly perturbed stochastic hybrid system
    Park, Jun H.
    Rozovskii, Boris
    Sowers, Richard B.
    LMS JOURNAL OF COMPUTATION AND MATHEMATICS, 2011, 14 : 254 - 270
  • [24] Singularly Perturbed Stochastic Hybrid Systems: Stability and Recurrence via Composite Nonsmooth Foster Functions
    Poveda, Jorge I.
    IFAC PAPERSONLINE, 2023, 56 (02): : 9630 - 9635
  • [25] ASYMPTOTIC SOLUTION OF SINGULARLY PERTURBED HYBRID DYNAMICAL SYSTEMS
    Wu, Limeng
    Zhang, Juan
    Ni, Mingkang
    Lu, Haibo
    ACTA MATHEMATICA SCIENTIA, 2016, 36 (05) : 1457 - 1466
  • [26] Extremum-Seeking in Singularly Perturbed Hybrid Systems
    Kutadinata, Ronny J.
    Moase, William H.
    Manzie, Chris
    IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2017, 62 (06) : 3014 - 3020
  • [27] Convergence in mean square for controlled singularly perturbed stochastic systems
    Fan, KS
    STOCHASTIC ANALYSIS AND APPLICATIONS, 1997, 15 (03) : 327 - 344
  • [28] Optimality Issues for a Class of Controlled Singularly Perturbed Stochastic Systems
    Goreac, Dan
    Serea, Oana-Silvia
    JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, 2016, 168 (01) : 22 - 52
  • [29] Stability of Singularly Perturbed Stochastic Systems with Discrete and Distributed Delays
    Chen, Yuan-Qiang
    2016 INTERNATIONAL CONFERENCE ON SERVICE SCIENCE, TECHNOLOGY AND ENGINEERING (SSTE 2016), 2016, : 229 - 235
  • [30] String stability of singularly perturbed stochastic systems with Gaussian excitations
    Rybarska-Rusinek, L
    Socha, LA
    PROCEEDINGS OF THE 2003 AMERICAN CONTROL CONFERENCE, VOLS 1-6, 2003, : 4432 - 4437
12345