On some singular perturbation problems arising in stochastic control

DOI10.1080/07362998408809025zbMath0545.93079OpenAlexW2062430834MaRDI QIDQ3337359

Alain Bensoussan

Publication date: 1984

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362998408809025

zbMATH Keywords

composite feedbacknonquadratic cost functions

Mathematics Subject Classification ID

Nonlinear systems in control theory (93C10) Optimal stochastic control (93E20) Optimality conditions for problems involving randomness (49K45) Singular perturbations for ordinary differential equations (34E15)

Related Items (2)

The admissible disturbance for discrete nonlinear perturbed controlled systems ⋮ Discrete nonlinear systems: On the admissible nonlinear disturbances

Cites Work

• Monotone (nonlinear) operators in Hilbert space

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