Near-optimal controls of differential systems with switching and random jumps subject to fast switching and wideband noise perturbation
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Publication:272784
DOI10.1007/s10255-016-0550-4zbMath1338.49039MaRDI QIDQ272784
F. Blanchet-Sadri, M. Dambrine
Publication date: 21 April 2016
Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10255-016-0550-4
regime switching; differential systems; martingale problem; continuous-time Markov chain; jump-diffusion; near-optimal controls; relaxed control; wideband noise
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