Singular perturbations in stochastic optimal control with unbounded data (Q6138481)
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scientific article; zbMATH DE number 7734424
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Singular perturbations in stochastic optimal control with unbounded data |
scientific article; zbMATH DE number 7734424 |
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Singular perturbations in stochastic optimal control with unbounded data (English)
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5 September 2023
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singular perturbations
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two-scale systems
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stochastic optimal control
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homogenization
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viscosity solutions
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Hamilton-Jacobi-Bellman equations
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invariant measures
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