On convergence of attainability sets for controlled two-scale stochastic linear systems

SIAM Journal on Control and Optimization

Volumn 35, Issue 1, 1997, Pages 134-159

  Kabanov, Yuri ^a,b,c   Pergamenshchikov, Sergei ^d  

^a BILKENT UNIVERSITY   (Turkey)

^b CENTRAL ECONOMICS AND MATHEMATICS INSTITUTE   (Russian Federation)

^c Supmicrotech ENSMM   (France)

^d TOMSK STATE UNIVERSITY   (Russian Federation)

Author keywords

Attainability sets; Controlled stochastic differential equations; Hausdorff metric; Mayer problem; Singular perturbations; Two scale system

Indexed keywords

CONVERGENCE OF NUMERICAL METHODS; DIFFERENTIAL EQUATIONS; EIGENVALUES AND EIGENFUNCTIONS; LINEAR CONTROL SYSTEMS; OPTIMIZATION; RANDOM PROCESSES; SET THEORY; STOCHASTIC CONTROL SYSTEMS;

ATTAINABILITY SETS; DIFFUSION COEFFICIENT; SINGULAR PERTURBATIONS; STOCHASTIC DIFFERENTIAL EQUATIONS; STOCHASTIC MAYER PROBLEM; TWO SCALE STOCHASTIC LINEAR SYSTEMS;

CONTROL THEORY;

EID: 0030836307     PISSN: 03630129     EISSN: None     Source Type: Journal    
DOI: 10.1137/S0363012994269685     Document Type: Article

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