On the linear quadratic optimal control for systems described by singularly perturbed Itô differential equations with two fast time scales

DOI10.3390/axioms8010030zbMath1432.93379OpenAlexW2920065982MaRDI QIDQ2306150

Vasile Dragan

Publication date: 20 March 2020

Published in: Axioms (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3390/axioms8010030

zbMATH Keywords

optimal control problemRiccati equations of stochastic controlasymptotic structure of the stabilizing solutionsingularly perturbed linear stochastic systems

Mathematics Subject Classification ID

Variable structure systems (93B12) Optimal stochastic control (93E20) Linear-quadratic optimal control problems (49N10) Stabilization of solutions to ordinary differential equations (34H15)

Related Items (2)

Singularly perturbed problems with multi-tempo fast variables ⋮ Stability and stabilization of one class of three time-scale systems with delays

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