Saturday, May 9
MS16
Applications of Singular Perturbations
10:30 PM-12:30 PM
Salon B
The theory of singular perturbations in dynamical systems, optimal control, mathematical programming and controlled Markov chains has evolved considerably in recent years. Theoretical advances applications and numerical methods have emerged. The speakers in this session cover several applications, including optimal control of engineering systems, controlled Markov Chains and related financial models, and sensitivity analysis in nonlinear programming.
Organizers: Jerzy A. Filar and Vladimir Gaitsgory
University of South Australia, Australia
- 10:30 Risk-Sensitive Control of a Singularly Perturbed Markov Chain
- Tomasz Bielecki, Northeastern Illinois University
- 11:00 The Fundamental Matrix of Singularly Perturbed Markov Chains
- Konstantin E. Avrachenkov, University of South Australia, Australia; and Jean B. Lasserre, LAAS-CNRS, France
- 11:30 Laurent Series for the Inversion of Perturbation Operators on Hilbert Space
- Konstantin E. Avrachenkov, and Phil G. Howlett, University of South Australia, Australia
- 12:00 Hamiltonian Cycles and Markov Chains
- Jerzy A. Filar, Organizer
- 12:00 Fast Periodic Oscillations and Averaging in Singularly Perturbed Relay Control Systems and Sliding Modes
- Leonid Fridman, Samara State University, Russia
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MMD, 4/23/98