Perturbed Stochastic Linear Regulator Problems
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Publication:4160809
DOI10.1137/0316025zbMath0382.93071OpenAlexW2060490480MaRDI QIDQ4160809
Publication date: 1978
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/0316025
Dynamic programming in optimal control and differential games (49L20) Optimal stochastic control (93E20)
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Expansions in nearly linear stochastic dynamical problems ⋮ Singular perturbations and time-scale methods in control theory: Survey 1976-1983 ⋮ Perturbed linear stochastic dynamical systems
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