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
Publication date: 20 March 2020
Published in: Axioms (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3390/axioms8010030
optimal control problemRiccati equations of stochastic controlasymptotic structure of the stabilizing solutionsingularly perturbed linear stochastic systems
Variable structure systems (93B12) Optimal stochastic control (93E20) Linear-quadratic optimal control problems (49N10) Stabilization of solutions to ordinary differential equations (34H15)
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Cites Work
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