Near-Optimal Controls of Discrete-Time Dynamic Systems Driven by Singularly-Perturbed Markov Chains

2003 ◽  
Vol 116 (1) ◽  
pp. 131-166 ◽  
Author(s):  
G. Badowski ◽  
G. Yin ◽  
Q. Zhang
Keyword(s):  
Markov Chains ◽  
Discrete Time ◽  
Dynamic Systems ◽  
Singularly Perturbed ◽  
Optimal Controls ◽  
Time Dynamic

Discrete-time dynamic systems arising from singularly perturbed Markov chains

2001 ◽  
Vol 47 (7) ◽  
pp. 4763-4774 ◽  
Author(s):  
G. Yin ◽  
Q. Zhang ◽  
H. Yang ◽  
K. Yin
Keyword(s):  
Markov Chains ◽  
Discrete Time ◽  
Dynamic Systems ◽  
Singularly Perturbed ◽  
Time Dynamic

scholarly journals Control of singularly perturbed Markov chains: A numerical study

2003 ◽  
Vol 45 (1) ◽  
pp. 49-74 ◽  
Author(s):  
H. Yang ◽  
G. Yin ◽  
K. Yin ◽  
Q. Zhang
Keyword(s):  
Markov Chains ◽  
Discrete Time ◽  
Large Scale ◽  
Numerical Study ◽  
Asymptotic Properties ◽  
Linear Quadratic Regulator ◽  
Singularly Perturbed ◽  
Optimal Controls ◽  
Linear Quadratic ◽  
Markov Decision

AbstractThis work is devoted to numerical studies of nearly optimal controls of systems driven by singularly perturbed Markov chains. Our approach is based on the ideas of hierarchical controls applicable to many large-scale systems. A discrete-time linear quadratic control problem is examined. Its corresponding limit system is derived. The associated asymptotic properties and near optimality are demonstrated by numerical examples. Numerical experiments for a continuous-time hybrid linear quadratic regulator with Gaussian disturbances and a discrete-time Markov decision process are also presented. The numerical results have not only supported our theoretical findings but also provided insights for further applications.

Data-driven fault identifiability analysis for discrete-time dynamic systems

2020 ◽  
Vol 51 (2) ◽  
pp. 404-412
Author(s):  
Fangzhou Fu ◽  
Dayi Wang ◽  
Wenbo Li ◽  
Fanbiao Li
Keyword(s):  
Discrete Time ◽  
Dynamic Systems ◽  
Data Driven ◽  
Identifiability Analysis ◽  
Time Dynamic

Stability of Markov modulated discrete-time dynamic systems

Automatica ◽  
2003 ◽  
Vol 39 (8) ◽  
pp. 1339-1351 ◽  
Author(s):  
G. Yin ◽  
Q. Zhang
Keyword(s):  
Discrete Time ◽  
Dynamic Systems ◽  
Time Dynamic ◽  
Markov Modulated

scholarly journals The Problem of Invariance in Nonlinear Discrete-Time Dynamic Systems

Symmetry ◽  
2020 ◽  
Vol 12 (8) ◽  
pp. 1241
Author(s):  
Alexey Zhirabok
Keyword(s):  
Discrete Time ◽  
Dynamic Systems ◽  
Fault Tolerant ◽  
Sufficient Conditions ◽  
Fault Detection And Isolation ◽  
Time Dynamic ◽  
Differentiable Functions ◽  
Algebra Of Functions ◽  
Necessary And Sufficient ◽  
Algebraic Approaches

The paper considers the problem of invariance with respect to the unknown input for discrete-time nonlinear dynamic systems. To solve the problem, the algebraic approaches, called algebra of functions and logic–dynamic approach, are used. Such approaches assume that description of the system may contain non-differentiable functions. Necessary and sufficient conditions of solvability the problem are obtained. Moreover, procedures which find the appropriate functions and matrices are developed. Some applications of such invariance in fault detection and isolation, disturbance decoupling problem, and fault-tolerant control are considered.

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