Near-optimal controls of differential systems with switching and random jumps subject to fast switching and wideband noise perturbation (Q272784)

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Near-optimal controls of differential systems with switching and random jumps subject to fast switching and wideband noise perturbation
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    Near-optimal controls of differential systems with switching and random jumps subject to fast switching and wideband noise perturbation (English)
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    21 April 2016
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    near-optimal controls
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    differential systems
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    wideband noise
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    regime switching
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    jump-diffusion
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    continuous-time Markov chain
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    martingale problem
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    relaxed control
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