Singular perturbation modeling of Markov processes

Autor: Petar V. Kokotovic, S. H. Javid, R. G. Phillips
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