IDEAS home Printed from https://ideas.repec.org/h/spr/sprchp/978-1-4613-0265-0_28.html

Singularly Perturbed Hybrid Control Systems Approximated by Structured Linear Programs

In: Markov Processes and Controlled Markov Chains

Author

Listed:
  • A. Haurie

    (University of Geneva, Logilab-HEC)

  • F. Moresino

    (University of Geneva, Logilab-HEC
    Cambridge University, Logilab-HEC)

  • J.-P. Vial

    (University of Geneva, Logilab-HEC)

Abstract

The aim of this tutorial paper is to present the relationship that exists between the control of singularly perturbed hybrid stochastic systems and the decomposition approach in structured linear programs The mathematical sophistication is voluntarily kept at a low level byavoiding the full development of the theorems demonstrations that can be found in papers already published or to appear shortly. On another hand, since it corresponds to a new application of a convex optimization method that has been successfully applied in other contexts, we give a rather detailed account of the decomposition technique used in the numerical approximation method and of the comparison with a direct linear programming method.

Suggested Citation

  • A. Haurie & F. Moresino & J.-P. Vial, 2002. "Singularly Perturbed Hybrid Control Systems Approximated by Structured Linear Programs," Springer Books, in: Zhenting Hou & Jerzy A. Filar & Anyue Chen (ed.), Markov Processes and Controlled Markov Chains, chapter 28, pages 443-463, Springer.
    • Handle: RePEc:spr:sprchp:978-1-4613-0265-0_28
    DOI: 10.1007/978-1-4613-0265-0_28
    as

    Download full text from publisher

    To our knowledge, this item is not available for download. To find whether it is available, there are three options:
    1. Check below whether another version of this item is available online.
    2. Check on the provider's web page whether it is in fact available.
    3. Perform a
    for a similarly titled item that would be available.

    More about this item

    Keywords

    ;
    ;
    ;
    ;
    ;

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:sprchp:978-1-4613-0265-0_28. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.