A singular perturbation approach to modeling and control of Markov chains
- 1 October 1981
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Automatic Control
- Vol. 26 (5) , 1087-1094
- https://doi.org/10.1109/tac.1981.1102780
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
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