Saturday, May 9

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
New12:00 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