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scientific article; zbMATH DE number 3894964 - MaRDI portal

scientific article; zbMATH DE number 3894964

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Publication:5187191

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zbMath0561.93066MaRDI QIDQ5187191

Alain Bensoussan

Publication date: 1985

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Bellman equation stochastic control singular perturbation problems intermediate ergodic control

Mathematics Subject Classification ID

Sensitivity, stability, well-posedness (49K40) Dynamic programming in optimal control and differential games (49L20) Singular perturbations in context of PDEs (35B25) Dynamic programming (90C39) Optimal stochastic control (93E20) Optimality conditions for problems involving randomness (49K45)

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