Optimality issues for a class of controlled singularly perturbed stochastic systems (Q255059)

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scientific article; zbMATH DE number 6552284
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    Optimality issues for a class of controlled singularly perturbed stochastic systems
    scientific article; zbMATH DE number 6552284

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      Optimality issues for a class of controlled singularly perturbed stochastic systems (English)
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      9 March 2016
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      optimal stochastic control
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      singularly perturbed Brownian diffusions
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      occupation measures
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      linear programming
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