Singular Perturbations in Stochastic Ergodic Control Problems (Q4910560)

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scientific article; zbMATH DE number 6146301
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Singular Perturbations in Stochastic Ergodic Control Problems
scientific article; zbMATH DE number 6146301

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    Singular Perturbations in Stochastic Ergodic Control Problems (English)
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    19 March 2013
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    stochastic ergodic control
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    two time scales
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    singular perturbations
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    associated ergodic control
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    singularly perturbed ergodic HJB equation
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