##
Hybrid Control

We analyze systems having two types of dynamics:
one, determined by differential equations that corresponds
to some process having a smooth behavior, and another discrete
part that is directly controlled. Assuming that the discrete
process changes much quicker that the continuous part, we are able to
obtain some policies which are asymptotically optimal.

####
Papers:

*
E. Altman and V. A. Gaitsgory
*,
Control of a hybrid stochastic system
,
*
Systems and Control Letters
*,
Vol.
20, pp. 307-314, 1993.

*
E. Altman and V. A. Gaitsgory
*,
Asymptotic optimization of a nonlinear hybrid system governed by
a Markov decision process
,
*
SIAM Journal on Control and Optimization
*,
1997, Vol. 35, No. 6, pp. 2070-2085

*
E. Altman and V. A. Gaitsgory
*,
A hybrid (differential-stochastic) zero-sum game with
fast stochastic part
[ps,pdf]
,
*
Annals of the International Society of Dynamic Games
*,
Vol. 3, pp. 47-59, 1995.

*
Peng Shi, Eitan Altman and Vladimir A. Gaitsgory
*,
On Asymptotic Optimization of a Class of Nonlinear Stochastic Hybrid Systems
,
*
Mathematical Methods of Operations Research
*,
47:289-315, 1998.

*
Minh-Tuan Nguyen, Eitan Altman, Vladimir Gaitsgory,
*
On Stochastic Hybrid Zero-Sum Games with Nonlinear Slow Dynamics
*
Annals of the International Society of Dynamic Games
*
Volume 6, 2001, pp 129-145

*
E. Altman,
T. Basar
and Z. Pan
*,
Admission and flow control in telecommunication
networks as a hybrid control problem
[
ps,
pdf],
*
Proceedings of the Princeton conference
*,
March 1995.

*
E. Altman,
T. Basar,
Z. Pan,
*,
Piecewise-deterministic differential games and dynamic teams
with hybrid controls
*,
Annals of the International Society of Dynamic Games
*,
vol. 5, Birkhauser,
V. Gaitsgory, J. Filar and K. Mizukami, editors, pp.
223-256, 2000.

*
R. El. Azouzi, M. Abbad and E. Altman*,
A Taylor series expansion for H-infinitely control of perturbed Markov jump
linear systems,
*Advances in Dynamic Games*, Vol. 7, Birkhauser, Boston, Basel, Berlin, pp. 499-514, 2005.

Back to my
**
Web page
**.