On control of two-scale stochastic systems with linear dynamics in the fast variables

Mathematics of Control, Signals, and Systems

Volumn 9, Issue 2, 1996, Pages 107-122

  Kabanov, Yuri M ^a,b   Runggaldier, Wolfgang J ^c  

^a CENTRAL ECONOMICS AND MATHEMATICS INSTITUTE   (Russian Federation)

^b UNIVERSITÉ DE FRANCHE COMTÉ   (France)

^c UNIVERSITY OF PADOVA   (Italy)

Author keywords

Diffusion type approximations; Nearly optimal controls; Singular perturbations; Stochastic control; Two scale stochastic system

Indexed keywords

ALGEBRA; DIFFERENTIAL EQUATIONS; MATHEMATICAL MODELS; NONLINEAR CONTROL SYSTEMS; OPTIMAL CONTROL SYSTEMS; PROBLEM SOLVING;

FAST VARIABLES; LINEAR DYNAMICS; STOCHASTIC DIFFERENTIAL EQUATIONS; STOCHASTIC TWO SCALE SYSTEM;

STOCHASTIC CONTROL SYSTEMS;

EID: 0030380572     PISSN: 09324194     EISSN: None     Source Type: Journal    
DOI: 10.1007/BF01211749     Document Type: Article

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