Finite state continuous time Markov processes with weak interactions are modeled as singularly perturbed systems. Aggregate states are obtained using a grouping algorithm. Two-time scale expansions simplify cost equations and lead to decentralized optimization algorithms.
This work was supported in part by the Joint Services Electronics Program under Contract N00014-79-C-0424, in part by the National Science Foundation under Grant ECS-79-19396, and in part by the U. S. Department of Energy under Contract DE-AC01-79-ET29243.