Applications of Numerical Methods for Stochastic Controlled Switching Diffusions with a Hidden Markov Chain: Case Studies on Distributed Power Management and Communication Resource Allocation

  • Zhixin Yang
  • Le Yi Wang
  • George YinEmail author
  • Qing Zhang
  • Hongwei Zhang
Conference paper
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.


Markov Chain Wind Turbine Martingale Measure Hide Markov Chain Stochastic Control System 
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This research was supported in part by the National Science Foundation under CNS-1136007.


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Copyright information

© Springer International Publishing Switzerland 2015

Authors and Affiliations

  • Zhixin Yang
    • 1
  • Le Yi Wang
    • 2
  • George Yin
    • 3
    Email author
  • Qing Zhang
    • 4
  • Hongwei Zhang
    • 5
  1. 1.Department of MathematicsUniversity of Wisconsin-Eau ClaireEau ClaireUSA
  2. 2.Department of Electrical and Computer EngineeringWayne State UniversityDetroitUSA
  3. 3.Department of MathematicsWayne State UniversityDetroitUSA
  4. 4.Department of MathematicsThe University of GeorgiaAthensUSA
  5. 5.Department of Computer ScienceWayne State UniversityDetroitUSA

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