Averaging of singularly perturbed controlled stochastic differential equations (Q2471702)
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scientific article; zbMATH DE number 5236570
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| English | Averaging of singularly perturbed controlled stochastic differential equations |
scientific article; zbMATH DE number 5236570 |
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Averaging of singularly perturbed controlled stochastic differential equations (English)
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18 February 2008
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From the authors abstract: ``An averaged system to approximate the slow dynamics of a two timescale nonlinear stochastic control system is introduced. Validity of the approximation is established. Special cases are considered to illustrate the general theory.'' The controlled system of stochastic differential equations is driven by multidimensional, independent Wiener processes.
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singularly perturbed stochastic differential equations
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controlled systems
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averaging
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occupational measures
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limit occupational measures sets
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approximation of slow motions
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0.860415518283844
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0.8426606059074402
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0.8242998719215393
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