Date
1987
Notes
Lecture Notes in Control and Information Sciences, Vol 90
Dewey
Probabilités et mathématiques appliquées
Sujet
stochastic control theory
Book title
Singular Perturbations and Asymptotic Analysis in Control Systems
Author
Kokotovic, Petar V.; Bensoussan, Alain; Blankenship, G.L.
Publisher
Springer
Publisher city
Berlin
Year
1987
Pages number
421
ISBN
978-3-540-17362-5
Author
Bensoussan, Alain
Blankenship, G.L.
Type
Chapitre d'ouvrage
Item number of pages
171-260
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.
