Singular perturbations in ergodic control of diffusions

SIAM Journal on Control and Optimization

Volumn 46, Issue 5, 2007, Pages 1562-1577

  Borkar, Vivek S ^a   Gaitsgory, Vladimir ^b  

^a TATA INSTITUTE OF FUNDAMENTAL RESEARCH   (India)

^b UNIVERSITY OF SOUTH AUSTRALIA   (Australia)

Author keywords

Controlled diffusions; Ergodic control; Invariant probability measures; Singular perturbations; Two time scales

Indexed keywords

SEMICONDUCTOR DOPING; SEPARATION;

CONTROLLED DIFFUSIONS; ERGODIC CONTROL; INVARIANT PROBABILITY MEASURES; LIMIT PROBLEMS; PROBABILITY MEASURES; SINGULAR PERTURBATIONS; TIME SCALING; TIME-SCALE SEPARATION; TIME-SCALES; TWO TIME-SCALES;

RISK ASSESSMENT;

EID: 52649108616     PISSN: 03630129     EISSN: None     Source Type: Journal    
DOI: 10.1137/060657327     Document Type: Article

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