Optimality issues for a class of controlled singularly perturbed stochastic systems
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Publication:255059
DOI10.1007/s10957-015-0738-4zbMath1332.93375OpenAlexW261731445MaRDI QIDQ255059
Publication date: 9 March 2016
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10957-015-0738-4
linear programmingoccupation measuresoptimal stochastic controlsingularly perturbed Brownian diffusions
Optimal stochastic control (93E20) Methods involving semicontinuity and convergence; relaxation (49J45) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)
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