Optimality issues for a class of controlled singularly perturbed stochastic systems
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Cites work
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- A generalization of the Tikhonov theorem for singularly perturbed differential inclusions
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- Exact slow-fast decomposition of a class of non-linear singularly perturbed optimal control problems via invariant manifolds
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- Existence of stochastic control under state constraints
- Limit occupational measures set for a control system and averaging of singularity perturbed control systems
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- Linear programming approach to deterministic infinite horizon optimal control problems with discounting
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- On the existence of strict optimal controls for constrained, controlled Markov processes in continuous time
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Cited in
(10)- Optimality conditions for \(\mathbb{L}^p\) problems with reflected dynamics
- Characterization of the optimal trajectories for the averaged dynamics associated to singularly perturbed control systems
- Reflected dynamics: viscosity analysis for \(\mathbb{L}^\infty\) cost, relaxation and abstract dynamic programming
- On average control generating families for singularly perturbed optimal control problems with long run average optimality criteria
- Averaging and linear programming in some singularly perturbed problems of optimal control
- Near optimality of stochastic control for singularly perturbed McKean-Vlasov systems
- Reproducing kernel Hilbert space method for nonlinear second order singularly perturbed boundary value problems with time-delay
- A piecewise deterministic Markov toy model for traffic/maintenance and associated Hamilton-Jacobi integrodifferential systems on networks
- Infection time in multistable gene networks. A backward stochastic variational inequality with nonconvex switch-dependent reflection approach
- Time optimal control for a class of evolutionary equations with applications
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