A singular perturbation approach to modeling and control of Markov chains
- 1 October 1981
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Automatic Control
- Vol. 26 (5), 1087-1094
- https://doi.org/10.1109/tac.1981.1102780
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
This publication has 16 references indexed in Scilit:
- The optimal cost expansion of finite controls finite states Markov chains with weak and strong interactionsPublished by Springer Nature ,2005
- Optimal control of markov chains admitting strong and weak interactionsAutomatica, 1981
- Area decomposition for electromechanical models of power systemsAutomatica, 1980
- Reduced order modelling and control of two-time-scale discrete systems†International Journal of Control, 1980
- Singular perturbation and iterative separation of time scalesAutomatica, 1980
- Contribution of stochastic control singular perturbation averaging and team theories to an example of large-scale systems: Management of hydropower productionIEEE Transactions on Automatic Control, 1978
- A singular perturbation analysis of high-gain feedback systemsIEEE Transactions on Automatic Control, 1977
- Singular perturbations and order reduction in control theory — An overviewAutomatica, 1976
- Aggregation of states in a Markov chain with weak interactionCybernetics and Systems Analysis, 1976
- Applied Dynamic ProgrammingPublished by Walter de Gruyter GmbH ,1962