Ergodic Control of Switching Diffusions
نویسندگان
چکیده
منابع مشابه
Ergodic Control of Switching Diffusions*
A bstract . We study the ergodic control problem of switching diffusions representing a typical hybrid system that arises in numerous applications such as fault-tolerant control systems, flexible manufacturing systems, etc. Under fairly general conditions, we establish the existence of a stable, nonrandomized Markov policy which almost surely minimizes the pathwise long-run average cost. We the...
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ژورنال
عنوان ژورنال: SIAM Journal on Control and Optimization
سال: 1997
ISSN: 0363-0129,1095-7138
DOI: 10.1137/s0363012996299302