Applications of Numerical Methods for Stochastic Controlled Switching Diffusions with a Hidden Markov Chain: Case Studies on Distributed Power Management and Communication Resource Allocation
Part of the Lecture Notes in Computer Science book series (LNCS, volume 9045)
Recently, considerable attention has been drawn to stochastic controlled systems with hidden Markov chains.
KeywordsMarkov Chain Wind Turbine Martingale Measure Hide Markov Chain Stochastic Control System
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.
This research was supported in part by the National Science Foundation under CNS-1136007.
© Springer International Publishing Switzerland 2015