Singular Perturbations in Ergodic Control of Diffusions
DOI10.1137/060657327zbMATH Open1143.93024OpenAlexW2003375320MaRDI QIDQ3525928FDOQ3525928
Authors: Vivek Borkar, V. Gaitsgory 
Publication date: 23 September 2008
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/e09a87da7aaa753e02f9b3623e8f02742afe6086
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- Ergodic control of degenerate diffusions
singular perturbationsergodic controlinvariant probability measurescontrolled diffusionstwo time-scales
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Time-scale analysis and singular perturbations in control/observation systems (93C70) Optimal stochastic control (93E20)
Cited In (21)
- Optimal control with random parameters: a multiscale approach
- Singular Perturbations in Stochastic Ergodic Control Problems
- Averaging and linear programming in some singularly perturbed problems of optimal control
- Singular ergodic control for multidimensional Gaussian processes
- Deep relaxation of controlled stochastic gradient descent via singular perturbations
- Linear programming formulation of long-run average optimal control problem
- Ergodic control of diffusions with random intervention times
- Singular ergodic control for multidimensional Gaussian–Poisson processes
- Limit behavior of two-time-scale diffusions revisited
- On average control generating families for singularly perturbed optimal control problems with long run average optimality criteria
- Singular perturbations and optimal control of stochastic systems in infinite dimension: HJB equations and viscosity solutions
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- Limits of Singularly Perturbed Control Problems with Statistical Dynamics of Fast Motions
- An ergodic Stackelberg team problem for controlled diffusions
- Singular perturbations in stochastic optimal control with unbounded data
- Viscosity methods for large deviations estimates of multiscale stochastic processes
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- A note on asymptotics between singular and constrained control problems of one-dimensional diffusions
- Singular control of SPDEs with space-mean dynamics
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- Singular perturbations in risk-sensitive stochastic control
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