scientific article

Publication date: 5 June 1993

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

dynamic programming stochastic optimal control ergodic control necessary and sufficient conditions for optimality Pontryagin maximum principle singularly perturbed optimal control problems regular perturbations perturbation theory of optimal control

Mathematics Subject Classification ID

Sensitivity, stability, well-posedness (49K40) Optimality conditions for problems involving partial differential equations (49K20) Dynamic programming in optimal control and differential games (49L20) Control/observation systems governed by partial differential equations (93C20) Singular perturbations in context of PDEs (35B25) Optimal stochastic control (93E20) Perturbations of ordinary differential equations (34D10) Control/observation systems governed by ordinary differential equations (93C15) Optimality conditions for problems involving randomness (49K45) Optimality conditions for problems involving ordinary differential equations (49K15) Singular perturbations for ordinary differential equations (34E15) Research exposition (monographs, survey articles) pertaining to calculus of variations and optimal control (49-02)

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