On the asymptotic structure of the stabilizing solution of a class of singularly perturbed Riccati equation of stochastic control (Q5873983)
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scientific article; zbMATH DE number 7652666
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| English | On the asymptotic structure of the stabilizing solution of a class of singularly perturbed Riccati equation of stochastic control |
scientific article; zbMATH DE number 7652666 |
Statements
10 February 2023
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singularly perturbed linear stochastic systems
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Markovian jumping parameters
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optimal control problem
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Riccati equations of stochastic control
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0.921711802482605
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0.8441600203514099
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