Singular Limit of Two-Scale Stochastic Optimal Control Problems in Infinite Dimensions by Vanishing Noise Regularization

DOI10.1137/21M1408488zbMath1484.93023arXiv2103.16152MaRDI QIDQ5065050

Giuseppina Guatteri, Gianmario Tessitore

Publication date: 18 March 2022

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

Full work available at URL: https://arxiv.org/abs/2103.16152

zbMATH Keywords

optimal controlstochastic equations in infinite dimensionstwo-scale systemsvanishing noise

Mathematics Subject Classification ID

Control/observation systems governed by partial differential equations (93C20) Optimal stochastic control (93E20) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (2)

Singular limits for stochastic equations ⋮ The order of convergence in the averaging principle for slow-fast systems of stochastic evolution equations in Hilbert spaces

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