Optimal control with random parameters: a multiscale approach (Q431771)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal control with random parameters: a multiscale approach |
scientific article |
Statements
Optimal control with random parameters: a multiscale approach (English)
0 references
3 July 2012
0 references
asymptotic approximation
0 references
deterministic control
0 references
multiscale problems
0 references
sensitivity of control problems
0 references
singular perturbations
0 references
stochastic control
0 references
viscosity solutions
0 references
well-posedness of control problems
0 references
