Singular Perturbations in Stochastic Ergodic Control Problems

DOI10.1137/100782668zbMath1258.93124OpenAlexW1975594474MaRDI QIDQ4910560

K. Suresh Kumar

Publication date: 19 March 2013

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

Full work available at URL: https://doi.org/10.1137/100782668

zbMATH Keywords

singular perturbationstwo time scalesstochastic ergodic controlassociated ergodic controlsingularly perturbed ergodic HJB equation

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Time-scale analysis and singular perturbations in control/observation systems (93C70) Optimal stochastic control (93E20)

Related Items (1)

Singular perturbations and optimal control of stochastic systems in infinite dimension: HJB equations and viscosity solutions

This page was built for publication: Singular Perturbations in Stochastic Ergodic Control Problems