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Singular perturbations in stochastic control

Bensoussan, Alain; Blankenship, G.L. (1987), Singular perturbations in stochastic control, in Kokotovic, Petar V.; Bensoussan, Alain; Blankenship, G.L., Singular Perturbations and Asymptotic Analysis in Control Systems, Springer : Berlin, p. 171-260. http://dx.doi.org/10.1007/BFb0007178

Type
Chapitre d'ouvrage
Date
1987
Book title
Singular Perturbations and Asymptotic Analysis in Control Systems
Book author
Kokotovic, Petar V.; Bensoussan, Alain; Blankenship, G.L.
Publisher
Springer
Published in
Berlin
ISBN
978-3-540-17362-5
Number of pages
421
Pages
171-260
Publication identifier
http://dx.doi.org/10.1007/BFb0007178
Metadata
Show full item record
Author(s)
Bensoussan, Alain

Blankenship, G.L.
Abstract (EN)
We consider a class of problems in stochastic control theory involving stochastic systems with small parameters. Using both analytical and probabilistic methods adapted to the special structures of singularly perturbed stochastic control problems, we develop a systematic methodology for their analysis.
Subjects / Keywords
stochastic control theory

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