On Convergence of Attainability Sets for Controlled Two-Scale Stochastic Linear Systems

DOI10.1137/S0363012994269685zbMath0888.93062OpenAlexW1979396231MaRDI QIDQ3128451

Youri M.Kabanov, Serguei Pergamenchtchikov

Publication date: 7 June 1998

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0363012994269685

zbMATH Keywords

optimal stochastic controltime-scale analysisattainability setsingularly perturbed stochastic system

Mathematics Subject Classification ID

Time-scale analysis and singular perturbations in control/observation systems (93C70) Optimal stochastic control (93E20) Attainable sets, reachability (93B03)

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