DocumentCode
3592069
Title
Ergodic control of random singular diffusions
Author
Basak, Gopal K. ; Bisi, Arnab ; Ghosh, Mrinal K.
Author_Institution
Dept. of Math., Hong Kong Univ. of Sci. & Technol., Hong Kong
Volume
3
fYear
1996
Firstpage
2545
Abstract
We study an ergodic control problem of random singular diffusions. This is a typical hybrid system which arises in numerous applications such as fault tolerant control systems, flexible manufacturing systems etc. Under a certain Liapunov type stability condition we establish the existence of an optimal control. We then study the corresponding Hamilton-Jacobi-Bellman equation and establish the existence of a unique viscosity solution in a certain class
Keywords
Brownian motion; Markov processes; diffusion; minimisation; optimal control; random processes; Hamilton-Jacobi-Bellman equation; Liapunov type stability condition; ergodic control; fault tolerant control systems; flexible manufacturing systems; hybrid system; optimal control; random singular diffusions; unique viscosity solution; Control systems; Equations; Fault tolerant systems; Flexible manufacturing systems; Mathematics; Monitoring; Optimal control; Process control; Stability; Viscosity;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control, 1996., Proceedings of the 35th IEEE Conference on
ISSN
0191-2216
Print_ISBN
0-7803-3590-2
Type
conf
DOI
10.1109/CDC.1996.573480
Filename
573480
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