The Linear Quadratic Regulator Problem for a Class of Controlled Systems Modeled by Singularly Perturbed Itô Differential Equations
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Publication:2884603
DOI10.1137/100798661zbMath1242.93078OpenAlexW1976368387MaRDI QIDQ2884603
Hiroaki Mukaidani, Peng Shi, Vasile Dragan
Publication date: 30 May 2012
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/2440/77907
Time-scale analysis and singular perturbations in control/observation systems (93C70) Optimal stochastic control (93E20) Linear-quadratic optimal control problems (49N10)
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