Viscosity Solutions Methods for Singular Perturbations in Deterministic and Stochastic Control (Q4537781)

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scientific article; zbMATH DE number 1758226
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Viscosity Solutions Methods for Singular Perturbations in Deterministic and Stochastic Control
scientific article; zbMATH DE number 1758226

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    Viscosity Solutions Methods for Singular Perturbations in Deterministic and Stochastic Control (English)
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    23 June 2002
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    singular perturbation
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    order reduction
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    optimal control
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    state constraints
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    Hamilton-Jacobi equation
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    viscosity solution
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    ergodic control
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