Viscosity Solutions Methods for Singular Perturbations in Deterministic and Stochastic Control (Q4537781)

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scientific article; zbMATH DE number 1758226
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    Viscosity Solutions Methods for Singular Perturbations in Deterministic and Stochastic Control
    scientific article; zbMATH DE number 1758226

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      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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