Asymptotic optimization for a class of nonlinear stochastic hybrid systems on infinite time horizon

被引：0
|
作者：
Nguyen, MT
Gaitsgory, V
机构：
来源：
PROCEEDINGS OF THE 1997 AMERICAN CONTROL CONFERENCE, VOLS 1-6 | 1997年
关键词：
hybrid stochastic systems; small parameter; averaging; asymptotic optimality; infinite time horizon; non-linear dynamics; Markov Decision Processes;
D O I：
暂无
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
A problem of optimal control of a stochastic hybrid system on an infinite time horizon is considered. The parameters of the system may jump at discrete moments of time according to a Markov Decision Process which has finite state and action spaces. The problem is approximated by some deterministic optimal control problem and a near optimal control Markov policy is constructed under assumption that the length of the intervals between the jumps is defined by a small parameter epsilon.
引用
收藏
页码：3587 / 3591
页数：5
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