Viscosity solutions methods for singular perturbations in deterministic and stochastic control

SIAM Journal on Control and Optimization

Volumn 40, Issue 4, 2002, Pages 1159-1188

  Alvarez, Olivier ^a   Bardi, Martino ^a  

^a UNIVERSITÉ DE ROUEN   (France)

Author keywords

Deterministic optimal control; Ergodic control; Hamilton Jacobi Bellman equations; Nonlinear systems; Order reduction; Penalization; Periodic homogenization; Singular perturbations; State constraints; Stochastic optimal control; Viscosity solutions

Indexed keywords

BOUNDARY CONDITIONS; BOUNDARY VALUE PROBLEMS; CONSTRAINT THEORY; CONVERGENCE OF NUMERICAL METHODS; DYNAMIC PROGRAMMING; FUNCTION EVALUATION; HAMILTONIANS; NONLINEAR EQUATIONS; PARTIAL DIFFERENTIAL EQUATIONS; PERTURBATION TECHNIQUES; STATE SPACE METHODS; STOCHASTIC CONTROL SYSTEMS;

DETERMINISTIC OPTIMAL CONTROL; ERGODIC CONTROL; HAMILTON-JACOBI-BELLMAN EQUATIONS; ORDER REDUCTION METHOD; PENALIZATION; PERIODIC HOMOGENIZATION; SINGULAR PERTURBATIONS; STATE CONSTRAINTS; VISCOSITY SOLUTIONS METHODS;

OPTIMAL CONTROL SYSTEMS;

EID: 0036338482     PISSN: 03630129     EISSN: None     Source Type: Journal    
DOI: 10.1137/S0363012900366741     Document Type: Article

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