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Discrete-Time Controlled Markov Processes with Average Cost Criterion: A Survey
This work is a survey of the average cost control problem for discrete-time Markov processes. We have attempted to put together a comprehensive account of the considerable research on this problem over the past three ...
Optimal Control of Switching Diffusions with Application to Flexible Manufacturing Systems
A Controlled switching diffusion model is developed to study the hierarchical control of flexible manufacturing systems. The existence of a homogeneous Markov nonrandomized optimal policy is established by a convex analytic ...
Ergodic Control of Switching Diffusions
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 ...
A Note on an LQG Regulator with Markovian Switching and Pathwise Average Cost
We study a linear system with a Markovian switching parameter perturbed by white noise. The cost function is quadratic. Under certain conditions, we find a linear feedback control which is almost surely optimal for the ...