Singular perturbation modeling of Markov processes
Autor: | Petar V. Kokotovic, S. H. Javid, R. G. Phillips |
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Rok vydání: | 2005 |
Předmět: | |
Zdroj: | Analysis and Optimization of Systems ISBN: 3540104720 |
DOI: | 10.1007/bfb0004030 |
Popis: | 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. |
Databáze: | OpenAIRE |
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