Near-optimal controls of differential systems with switching and random jumps subject to fast switching and wideband noise perturbation (Q272784)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Near-optimal controls of differential systems with switching and random jumps subject to fast switching and wideband noise perturbation |
scientific article |
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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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