A weak convergence approach to hybrid LQG problems with infinite control weights.
Journal of Applied Mathematics and Stochastic Analysis (2002)
- Volume: 15, Issue: 1, page 1-21
- ISSN: 2090-3332
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topYin, G.George, and Yong, Jiongmin. "A weak convergence approach to hybrid LQG problems with infinite control weights.." Journal of Applied Mathematics and Stochastic Analysis 15.1 (2002): 1-21. <http://eudml.org/doc/50390>.
@article{Yin2002,
author = {Yin, G.George, Yong, Jiongmin},
journal = {Journal of Applied Mathematics and Stochastic Analysis},
keywords = {singular perturbation; aggregation; hybrid system; linear quadratic Gaussian regulator; continuous-time Markov chains; weak convergence},
language = {eng},
number = {1},
pages = {1-21},
publisher = {Hindawi Publishing Corporation, New York},
title = {A weak convergence approach to hybrid LQG problems with infinite control weights.},
url = {http://eudml.org/doc/50390},
volume = {15},
year = {2002},
}
TY - JOUR
AU - Yin, G.George
AU - Yong, Jiongmin
TI - A weak convergence approach to hybrid LQG problems with infinite control weights.
JO - Journal of Applied Mathematics and Stochastic Analysis
PY - 2002
PB - Hindawi Publishing Corporation, New York
VL - 15
IS - 1
SP - 1
EP - 21
LA - eng
KW - singular perturbation; aggregation; hybrid system; linear quadratic Gaussian regulator; continuous-time Markov chains; weak convergence
UR - http://eudml.org/doc/50390
ER -
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