On some singular perturbation problems arising in stochastic control

DOI10.1080/07362998408809025MaRDI QIDQ3337359zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

composite feedbacknonquadratic cost functions

Mathematics Subject Classification ID

Singular perturbations for ordinary differential equations (34E15) Optimality conditions for problems involving randomness (49K45) Nonlinear systems in control theory (93C10) Optimal stochastic control (93E20)

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Cites work

• Monotone (nonlinear) operators in Hilbert space

Cited in

(17)

• scientific article; zbMATH DE number 123955 (Why is no real title available?)
• On a Class of Path-Dependent Singular Stochastic Control Problems
• Singular Perturbations in Stochastic Ergodic Control Problems
• Uniqueness results for boundary value problems arising from finite fuel and other singular and unbounded stochastic control problems
• Discrete nonlinear systems: On the admissible nonlinear disturbances
• 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
• On a PDE arising in one-dimensional stochastic control problems
• A free boundary problem related to singular stochastic control: the parabolic case
• Optimal control of singularly perturbed stochastic linear systems
• scientific article; zbMATH DE number 651950 (Why is no real title available?)
• 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
• scientific article; zbMATH DE number 4006060 (Why is no real title available?)
• Steering control of singularly perturbed systems: A composite control approach

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