Viscosity Solutions Methods for Singular Perturbations in Deterministic and Stochastic Control

DOI10.1137/S0363012900366741zbMath1017.49028OpenAlexW2033049721MaRDI QIDQ4537781

Publication date: 23 June 2002

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0363012900366741

zbMATH Keywords

optimal control state constraints singular perturbation Hamilton-Jacobi equation viscosity solution ergodic control order reduction

Mathematics Subject Classification ID

Singular perturbations in context of PDEs (35B25) Perturbations in control/observation systems (93C73) Optimal stochastic control (93E20) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Homogenization in context of PDEs; PDEs in media with periodic structure (35B27)

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