Optimal control of singularly perturbed stochastic linear systems (Q3978288)
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scientific article; zbMATH DE number 14246
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal control of singularly perturbed stochastic linear systems |
scientific article; zbMATH DE number 14246 |
Statements
Optimal control of singularly perturbed stochastic linear systems (English)
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25 June 1992
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optimal control problem
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Mayer's stochastic problem
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singularly perturbed linear stochastic differential
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equations
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