• DocumentCode
    836997
  • Title

    A singular perturbation approach to modeling and control of Markov chains

  • Author

    Phillips, Randolph G. ; Kokotovic, Petar V.

  • Author_Institution
    Bell Laboratories, Holmdel, NJ, USA
  • Volume
    26
  • Issue
    5
  • fYear
    1981
  • fDate
    10/1/1981 12:00:00 AM
  • Firstpage
    1087
  • Lastpage
    1094
  • Abstract
    Finite state continuous time Markov processes with weak interactions are modeled as singularly perturbed systems. Aggregate states are obtained using a grouping algorithm. Two-time scale expansions simplify cost equations and lead to decentralized optimization algorithms.
  • Keywords
    Markov processes; Optimal stochastic control; Singularly perturbed systems; Stochastic optimal control; Suboptimal control; Aggregates; Application software; Computer network management; Computer networks; Cost function; Dynamic programming; Equations; Large-scale systems; Markov processes; Power system modeling;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/TAC.1981.1102780
  • Filename
    1102780
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=836997