On Averaging Principles: An Asymptotic Expansion Approach
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Publication:4652456
DOI10.1137/S0036141002403973zbMath1072.34054OpenAlexW2025804570MaRDI QIDQ4652456
G. George Yin, Rafail Z. Khasminskii
Publication date: 28 February 2005
Published in: SIAM Journal on Mathematical Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/s0036141002403973
singular perturbationsoptimal stochastic controlstochastic ordinary differential equationsdiffusion processes on manifolds
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20) Ordinary differential equations and systems with randomness (34F05) Diffusion processes and stochastic analysis on manifolds (58J65) Optimality conditions for problems involving randomness (49K45) Singular perturbations for ordinary differential equations (34E15)
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