## Abstract

We consider the problem of control for continuous time stochastic hybrid systems in finite time horizon. The systems considered are nonlinear: the state evolution is a nonlinear function of both the control and the state. The control parameters change at discrete times according to an underlying controlled Markov chain which has finite state and action spaces. The objective is to design a controller which would minimize an expected nonlinear cost of the state trajectory. We show using an averaging procedure, that the above minimization problem can be approximated by the solution of some deterministic optimal control problem. This paper generalizes our previous results obtained for systems whose state evolution is linear in the control.

Original language | English |
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Title of host publication | Proceedings of the 35th IEEE Conference on Decision and Control |

Editors | Anon |

Place of Publication | Piscataway, NJ |

Publisher | Institute of Electrical and Electronics Engineers (IEEE) |

Pages | 523-528 |

Number of pages | 6 |

Volume | 1 |

ISBN (Print) | 0780335902 |

Publication status | Published - 1996 |

Externally published | Yes |

Event | Proceedings of the 1996 35th IEEE Conference on Decision and Control. Part 3 (of 4) - Kobe, Jpn Duration: 11 Dec 1996 → 13 Dec 1996 |

### Other

Other | Proceedings of the 1996 35th IEEE Conference on Decision and Control. Part 3 (of 4) |
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City | Kobe, Jpn |

Period | 11/12/96 → 13/12/96 |