Singular perturbations and optimal control of stochastic systems in infinite dimension: HJB equations and viscosity solutions (Q4999508)
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scientific article; zbMATH DE number 7369224
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Singular perturbations and optimal control of stochastic systems in infinite dimension: HJB equations and viscosity solutions |
scientific article; zbMATH DE number 7369224 |
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Singular perturbations and optimal control of stochastic systems in infinite dimension: HJB equations and viscosity solutions (English)
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7 July 2021
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Hamilton-Jacobi-Bellman equation
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stochastic optimal control
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two-scale system
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