Averaging of singularly perturbed controlled stochastic differential equations
DOI10.1007/S00245-007-0893-6zbMATH Open1139.93022OpenAlexW2062736751MaRDI QIDQ2471702FDOQ2471702
Authors: Vivek Borkar, V. Gaitsgory 
Publication date: 18 February 2008
Published in: Applied Mathematics and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00245-007-0893-6
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averagingoccupational measurescontrolled systemsapproximation of slow motionslimit occupational measures setssingularly perturbed stochastic differential equations
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Averaging method for ordinary differential equations (34C29) Singular perturbations for ordinary differential equations (34E15) Time-scale analysis and singular perturbations in control/observation systems (93C70) Stochastic systems in control theory (general) (93E03)
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- On average control generating families for singularly perturbed optimal control problems with long run average optimality criteria
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- Multiscale Singularly Perturbed Control Systems: Limit Occupational Measures Sets and Averaging
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