Perturbed Stochastic Linear Regulator Problems

DOI10.1137/0316025zbMATH Open0382.93071OpenAlexW2060490480MaRDI QIDQ4160809FDOQ4160809

Authors: Chun-Ping Tsai 

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

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Optimal stochastic control (93E20)

Cited In (3)

• Perturbed linear stochastic dynamical systems
• Singular perturbations and time-scale methods in control theory: Survey 1976-1983
• Expansions in nearly linear stochastic dynamical problems

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