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Optimality issues for a class of controlled singularly perturbed stochastic systems - MaRDI portal

Optimality issues for a class of controlled singularly perturbed stochastic systems (Q255059)

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scientific article; zbMATH DE number 6552284
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Optimality issues for a class of controlled singularly perturbed stochastic systems
scientific article; zbMATH DE number 6552284

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    Optimality issues for a class of controlled singularly perturbed stochastic systems (English)
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    9 March 2016
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    optimal stochastic control
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    singularly perturbed Brownian diffusions
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    occupation measures
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    linear programming
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