Viscosity Solutions Methods for Singular Perturbations in Deterministic and Stochastic Control (Q4537781)
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scientific article; zbMATH DE number 1758226
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Viscosity Solutions Methods for Singular Perturbations in Deterministic and Stochastic Control |
scientific article; zbMATH DE number 1758226 |
Statements
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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