Singularly perturbed controlled Markov processes and hybrid systems
(J Filar and V Gaitsgory with E Altman, K Avrachenkov, A Haurie and J-B Lasserre)
Techniques for asymptotic analysis and optimisation of singularly perturbed
controlled Markov processes and hybrid systems of different nature are
studied. Connections with singularly perturbed mathematical programming
problems; combinatorial optimisation problems and dynamic games are
investigated.