𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Optimal Control of a Stochastic Hybrid System with Discounted Cost

✍ Scribed by V. S. Borkar; M. K. Ghosh; P. Sahay


Book ID
110411270
Publisher
Springer
Year
1999
Tongue
English
Weight
836 KB
Volume
101
Category
Article
ISSN
0022-3239

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


Limiting optimal discounted-cost control
✍ Nadine Hilgert; OnΓ©simo HernΓ‘ndez-Lerma πŸ“‚ Article πŸ“… 2000 πŸ› Elsevier Science 🌐 English βš– 103 KB

We consider a class of time-varying R d -valued control models, and with possibly unbounded costs. The processes evolve according to the system equation xn+1 = Gn(xn; an) + n (n ∈ N), where { n} are i.i.d. random vectors and {Gn} a sequence of known functions converging to some function G∞. Under su

Control of a hybrid stochastic system
✍ Eitan Altman; Vladimir Gaitsgory πŸ“‚ Article πŸ“… 1993 πŸ› Elsevier Science 🌐 English βš– 402 KB
An optimal control of a hybrid system
✍ R. Gabasov; F. M. Kirillova; N. S. Pavlenok πŸ“‚ Article πŸ“… 2007 πŸ› SP MAIK Nauka/Interperiodica 🌐 English βš– 238 KB