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.
| Original language | English |
|---|---|
| Pages (from-to) | 3587-3591 |
| Number of pages | 5 |
| Journal | Proceedings of the American Control Conference |
| Volume | 6 |
| Publication status | Published - 1997 |
| Externally published | Yes |