Title :
Asymptotic optimization for a class of nonlinear stochastic hybrid systems on infinite time horizon
Author :
Nguyen, Minh-Tuan ; Gaitsgory, Vladimir
Author_Institution :
Sch. of Math., South Australia Univ., The Levels, SA, Australia
Abstract :
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 ε
Keywords :
Markov processes; nonlinear control systems; optimal control; stochastic systems; Markov decision process; asymptotic optimization; deterministic optimal control problem; discrete-time parameter jumps; finite action space; finite state space; infinite time horizon; near optimal control Markov policy; nonlinear stochastic hybrid systems; Australia; Control systems; History; Hybrid integrated circuits; Mathematics; Nonlinear dynamical systems; Optimal control; State-space methods; Stochastic processes; Stochastic systems;
Conference_Titel :
American Control Conference, 1997. Proceedings of the 1997
Conference_Location :
Albuquerque, NM
Print_ISBN :
0-7803-3832-4
DOI :
10.1109/ACC.1997.609491
