On some singular perturbation problems arising in stochastic control
DOI10.1080/07362998408809025zbMATH Open0545.93079OpenAlexW2062430834MaRDI QIDQ3337359FDOQ3337359
Authors: Alain Bensoussan 
Publication date: 1984
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07362998408809025
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Cites Work
Cited In (17)
- Title not available (Why is that?)
- On a Class of Path-Dependent Singular Stochastic Control Problems
- Singular Perturbations in Stochastic Ergodic Control Problems
- Discrete nonlinear systems: On the admissible nonlinear disturbances
- Uniqueness results for boundary value problems arising from finite fuel and other singular and unbounded stochastic control problems
- The admissible disturbance for discrete nonlinear perturbed controlled systems
- Weak convergence methods and singularly perturbed stochastic control and filtering problems
- Applications of Singular Perturbation Techniques to Control Problems
- A free boundary problem related to singular stochastic control: the parabolic case
- On a PDE arising in one-dimensional stochastic control problems
- Optimal control of singularly perturbed stochastic linear systems
- Title not available (Why is that?)
- Control of singularly perturbed hybrid stochastic systems
- On a class of singular stochastic control problems driven by Lévy noise
- Near-optimal control for multiparameter singularly perturbed stochastic systems
- Title not available (Why is that?)
- Steering control of singularly perturbed systems: A composite control approach
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