Optimal control with random parameters: A multiscale approach

European Journal of Control

Volumn 17, Issue 1, 2011, Pages 30-45

  Bardi, Martino ^a   Cesaroni, Annalisa ^a  

^a UNIVERSITY OF PADOVA   (Italy)

Author keywords

Asymptotic approximation; Deterministic control; Multiscale problems; Sensitivity of control problems; Singular perturbations; Stochastic control; Viscosity solutions; Well posedness of control problems

Indexed keywords

STOCHASTIC CONTROL SYSTEMS; STOCHASTIC MODELS; STOCHASTIC SYSTEMS; WHITE NOISE;

ASYMPTOTIC APPROXIMATION; CONTROL PROBLEMS; DETERMINISTIC CONTROL; DETERMINISTICS; MULTISCALE PROBLEM; SENSITIVITY OF CONTROL PROBLEM; SINGULAR PERTURBATIONS; STOCHASTIC CONTROL; VISCOSITY SOLUTIONS; WELL-POSEDNESS OF CONTROL PROBLEM; WELLPOSEDNESS;

HAMILTONIANS;

EID: 79951572505     PISSN: 09473580     EISSN: None     Source Type: Journal    
DOI: 10.3166/ejc.17.30-45     Document Type: Article

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