Near-optimal control for a singularly perturbed linear stochastic singular system with Markovian jumping parameters
DOI10.1016/j.ejcon.2019.04.002zbMath1425.93305OpenAlexW2936491117WikidataQ128005556 ScholiaQ128005556MaRDI QIDQ2335460
Publication date: 14 November 2019
Published in: European Journal of Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejcon.2019.04.002
optimal controlsingularly perturbedstochastic singular systemstochastic generalized coupled differential Riccati equation
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Linear systems in control theory (93C05) Time-scale analysis and singular perturbations in control/observation systems (93C70) Optimal stochastic control (93E20) Control/observation systems governed by ordinary differential equations (93C15)
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