On Convergence of Attainability Sets for Controlled Two-Scale Stochastic Linear Systems

DOI10.1137/S0363012994269685MaRDI QIDQ3128451zbMATH OpenOpenAlexFDO

Authors Yuri Kabanov, Serguei Pergamenchtchikov

Publication date 7 June 1998

Published in SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/s0363012994269685

zbMATH Keywords

optimal stochastic controltime-scale analysisattainability setsingularly perturbed stochastic system

Mathematics Subject Classification ID

Attainable sets, reachability (93B03) Time-scale analysis and singular perturbations in control/observation systems (93C70) Optimal stochastic control (93E20)

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