An asymptotic analysis of controlled diffusions with rapidly oscillating parameters

DOI10.1080/17442509308833811MaRDI QIDQ4311555zbMATH OpenOpenAlexFDO

Authors Q. 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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(4)

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