Near-Optimal Controls of Discrete-Time Dynamic Systems Driven by Singularly-Perturbed Markov Chains

G. Badowski, G. Yin and Q. Zhang
Additional contact information
G. Badowski: University of Maryland at College Park
G. Yin: Wayne State University
Q. Zhang: University of Georgia

Journal of Optimization Theory and Applications, 2003, vol. 116, issue 1, No 8, 166 pages

Abstract: Abstract This work is devoted to near-optimal controls of large-scale discrete-time nonlinear dynamic systems driven by Markov chains; the underlying problem is to minimize an expected cost function. Our main goal is to reduce the complexity of the underlying systems. To achieve this goal, discrete-time control models under singularly-perturbed Markov chains are introduced. Using a relaxed control representation, our effort is devoted to finding near-optimal controls. Lumping the states in each irreducible class into a single state gives rise to a limit system. Applying near-optimal controls of the limit system to the original system, near-optimal controls of the original system are derived.

Keywords: Near-optimal controls; relaxed controls; Markov chains; discrete time; singular perturbations; weak convergence (search for similar items in EconPapers)
Date: 2003
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://link.springer.com/10.1023/A:1022166304069 Abstract (text/html)
Access to the full text of the articles in this series is restricted.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:joptap:v:116:y:2003:i:1:d:10.1023_a:1022166304069

Ordering information: This journal article can be ordered from
http://www.springer. ... cs/journal/10957/PS2

DOI: 10.1023/A:1022166304069

Access Statistics for this article

Journal of Optimization Theory and Applications is currently edited by Franco Giannessi and David G. Hull

More articles in Journal of Optimization Theory and Applications from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().