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

DOI10.1137/S0363012994269685zbMATH Open0888.93062OpenAlexW1979396231MaRDI QIDQ3128451FDOQ3128451

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

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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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