Large-scale stochastic singularly perturbed systems

DOI10.1016/0378-4754(89)90051-7zbMath0675.60052OpenAlexW2028369774MaRDI QIDQ1122224

Ongard Sirisaengtaksin, Gangaram S. Ladde

Publication date: 1989

Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0378-4754(89)90051-7

zbMATH Keywords

singularly perturbed linear stochastic systemsuccessive decoupling scheme

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Large-scale systems (93A15) Singular perturbations for ordinary differential equations (34E15)

Cites Work

• Unnamed Item
• Unnamed Item
• Multiparameter singular perturbations of linear systems with multiple time scales
• Diagonalization and stability of large-scale singularly perturbed linear system
• Random differential inequalities
• A multimodel approach to stochastic Nash games
• Multitime-scale singularly perturbed linear stochastic systems^∗
• The linear-quadratic-gaussian problem for singularly perturbed systems†
• Linear filtering of singularly perturbed systems
• D-Stability and Multi-Parameter Singular Perturbation

This page was built for publication: Large-scale stochastic singularly perturbed systems