Title :
A singular perturbation approach to modeling and control of Markov chains
Author :
Phillips, Randolph G. ; Kokotovic, Petar V.
Author_Institution :
Bell Laboratories, Holmdel, NJ, USA
fDate :
10/1/1981 12:00:00 AM
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 :
Markov processes; Optimal stochastic control; Singularly perturbed systems; Stochastic optimal control; Suboptimal control; Aggregates; Application software; Computer network management; Computer networks; Cost function; Dynamic programming; Equations; Large-scale systems; Markov processes; Power system modeling;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1981.1102780
