Nearly Optimal Controls of Markovian Systems
暂无分享,去创建一个
[1] Tamer Basar,et al. H infintity control of large-scale jump linear systems via averaging and aggregation , 1999 .
[2] Qing Zhang,et al. Continuous-Time Markov Chains and Applications , 1998 .
[3] W. Miranker,et al. Multitime Methods for Systems of Difference Equations , 1977 .
[4] Tomasz R. Bielecki,et al. Ergodic Control of a Singularly Perturbed Markov Process in Discrete Time with General State and Compact Action Spaces , 1998 .
[5] Cyrus Derman,et al. Finite State Markovian Decision Processes , 1970 .
[6] Dimitri P. Bertsekas,et al. Dynamic Programming: Deterministic and Stochastic Models , 1987 .
[7] R. H. Liu. Nearly optimal control of singularly perturbed Markov decision processes in discrete time , 2001 .
[8] Harold J. Kushner,et al. Stochastic Approximation Algorithms and Applications , 1997, Applications of Mathematics.
[9] G. Yin,et al. Continuous-Time Markov Chains and Applications: A Singular Perturbation Approach , 1997 .
[10] F. Delebecque. A Reduction Process for Perturbed Markov Chains , 1983 .
[11] P. Billingsley,et al. Convergence of Probability Measures , 1970, The Mathematical Gazette.
[12] Xi-Ren Cao,et al. A unified approach to Markov decision problems and performance sensitivity analysis , 2000, at - Automatisierungstechnik.
[13] Qing Zhang,et al. Control of singularly perturbed Markov chains: A numerical study , 2003, The ANZIAM Journal.
[14] Marius Iosifescu,et al. Finite Markov Processes and Their Applications , 1981 .
[15] G. Blankenship. Singularly perturbed difference equations in optimal control problems , 1981 .
[16] Gang George Yin,et al. Singularly Perturbed Discrete-Time Markov Chains , 2000, SIAM J. Appl. Math..
[17] Xi-Ren Cao. The Maclaurin series for performance functions of Markov chains , 1998, Advances in Applied Probability.
[18] Gang George Yin,et al. On nearly optimal controls of hybrid LQG problems , 1999, IEEE Trans. Autom. Control..
[19] A. A. Pervozvanskiĭ,et al. Theory of Suboptimal Decisions: Decomposition and Aggregation , 1988 .
[20] W. Fleming,et al. Deterministic and Stochastic Optimal Control , 1975 .
[21] Xi-Ren Cao,et al. Semi-Markov decision problems and performance sensitivity analysis , 2003, IEEE Trans. Autom. Control..
[22] J. Filar,et al. Algorithms for singularly perturbed limiting average Markov control problems , 1990, 29th IEEE Conference on Decision and Control.
[23] Zhiyuan Ren,et al. A time aggregation approach to Markov decision processes , 2002, Autom..
[24] Optimal Control of Perturbed Markov Chains: The Multitime Scale Case , 1982 .
[25] R. Rishel. Control of systems with jump Markov disturbances , 1975 .
[26] V. G. Gaitsgori,et al. Theory of Suboptimal Decisions , 1988 .
[27] Q. Zhang,et al. NEARLY OPTIMAL CONTROL OF NONLINEAR MARKOVIAN SYSTEMS SUBJECT TO WEAK AND STRONG INTERACTIONS , 2001 .
[28] Eitan Altman,et al. Control of a hybrid stochastic system , 1993 .
[29] R. Z. Khasminskii,et al. Constructing asymptotic series for probability distributions of Markov chains with weak and strong interactions , 1997 .
[30] H. Chizeck,et al. Controllability, stabilizability, and continuous-time Markovian jump linear quadratic control , 1990 .
[31] M. Mariton,et al. Robust jump linear quadratic control: A mode stabilizing solution , 1985 .
[32] D. Naidu. Singular Perturbation Methodology in Control Systems , 1988 .
[33] J. Filar,et al. Perturbation and stability theory for Markov control problems , 1992 .
[34] J. Filar,et al. Singularly perturbed Markov control problem: Limiting average cost , 1989, Proceedings of the 28th IEEE Conference on Decision and Control,.
[35] R. H. Liu,et al. Asymptotically optimal controls of hybrid linear quadratic regulators in discrete time , 2002, Autom..
[36] Xi-Ren Cao,et al. The Relations Among Potentials, Perturbation Analysis, and Markov Decision Processes , 1998, Discret. Event Dyn. Syst..
[37] Qing Zhang,et al. Asymptotic properties of a singularly perturbed Markov chain with inclusion of transient states , 2000 .
[38] D. Sworder,et al. Feedback control of a class of linear discrete systems with jump parameters and quadratic cost criteria , 1975 .
[39] Qing Zhang,et al. Finite state markovian decision processes with weak and strong interactions , 1996 .
[40] François Delebecque,et al. Optimal control of markov chains admitting strong and weak interactions , 1981, Autom..
[41] P. Caines,et al. Optimal adaptive LQG control for systems with finite state process parameters , 1985, The 23rd IEEE Conference on Decision and Control.
[42] Qing Zhang,et al. Hybrid filtering for linear systems with non-Gaussian disturbances , 2000, IEEE Trans. Autom. Control..
[43] G. Yin,et al. Asymptotic Properties and Associated Control Problems of Discrete-Time Singularly Perturbed Markov Chains , 2002 .
[44] H. Chizeck,et al. Jump Linear Quadratic Gaussian Control in Continuous Time , 1991, 1991 American Control Conference.
[45] Gang George Yin,et al. Asymptotic Expansions of Singularly Perturbed Systems Involving Rapidly Fluctuating Markov Chains , 1996, SIAM J. Appl. Math..