An asymptotic analysis of controlled diffusions with rapidly oscillating parameters

DOI10.1080/17442509308833811zbMath0806.93063OpenAlexW2031126959MaRDI QIDQ4311555

Qing Zhang

Publication date: 6 February 1995

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442509308833811

zbMATH Keywords

adaptive controlasymptotically optimal controlcontrolled diffusions

Mathematics Subject Classification ID

Adaptive control/observation systems (93C40) Optimal stochastic control (93E20)

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