Singular perturbation results for a class of stochastic control problems
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Publication:3932708
DOI10.1109/TAC.1981.1102765zbMath0476.93078MaRDI QIDQ3932708
Publication date: 1981
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20) Ordinary differential equations and systems with randomness (34F05) Singular perturbations for ordinary differential equations (34E15)
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