Near-optimal control for multiparameter singularly perturbed stochastic systems

DOI10.1002/oca.934zbMath1213.93203OpenAlexW2129372076MaRDI QIDQ3084109

Muneomi Sagara, Vasile Dragan, Hiroaki Mukaidani

Publication date: 15 March 2011

Published in: Optimal Control Applications and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/oca.934

zbMATH Keywords

linear quadratic optimal stochastic controlmultiparameter singularly perturbed stochastic systems (MSPSS)parameter independent controller

Mathematics Subject Classification ID

Time-scale analysis and singular perturbations in control/observation systems (93C70) Optimal stochastic control (93E20) Stochastic stability in control theory (93E15)

Related Items (6)

Optimal control for a new class of singularly perturbed linear systems ⋮ Optimal control for a singularly perturbed linear stochastic system with multiplicative white noise perturbations and Markovian jumping ⋮ Singularly perturbed problems with multi-tempo fast variables ⋮ On the linear quadratic optimal control for systems described by singularly perturbed Itô differential equations with two fast time scales ⋮ Near-optimal control for a singularly perturbed linear stochastic singular system with Markovian jumping parameters ⋮ Stability and stabilization of one class of three time-scale systems with delays

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