Near–optium regulators for stochastic singularly perturbed systems

DOI10.1080/07362998808809134zbMath0639.93069OpenAlexW2019695583MaRDI QIDQ3780872

Ongard Sirisaengtaksin, Gangaram S. Ladde

Publication date: 1988

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

Full work available at URL: https://doi.org/10.1080/07362998808809134

zbMATH Keywords

convergenceweighting parametersdiagonalisation transformationnear optimum regulatorsthree time scales singularly perturbed systems

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Transformations (93B17) Optimal stochastic control (93E20) Singular perturbations for ordinary differential equations (34E15)

Cites Work

• Diagonalization and stability of multi-time-scale singularly perturbed linear systems
• Singular perturbations and time-scale methods in control theory: Survey 1976-1983
• Singular perturbations and order reduction in control theory - an overview
• Multitime-scale singularly perturbed linear stochastic systems^∗
• Linear filtering of singularly perturbed systems
• Stochastic control of linear sigularly perturbed systems

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