Nearly Optimal controls for singularly perturbed wideband noise systems

DOI10.1080/07362999508809402zbMATH Open0828.93069OpenAlexW2955011714MaRDI QIDQ4835293FDOQ4835293

Authors: K. M. Ramachandran 

Publication date: 22 June 1995

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362999508809402

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zbMATH Keywords

weak convergencesuboptimal controlmartingale averagingsingularly perturbed stochastic delay systemwideband noise perturbations

Mathematics Subject Classification ID

Control problems for functional-differential equations (34K35) Time-scale analysis and singular perturbations in control/observation systems (93C70) Optimal stochastic control (93E20)

Cites Work

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• Averaging principle and systems of singularly perturbed stochastic differential equations
• Some limit theorems for stochastic delay-differential equations
• Nearly Optimal Singular Controls for Wideband Noise Driven Systems

Cited In (7)

• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Nearly Optimal Singular Controls for Wideband Noise Driven Systems
• A singularly perturbed stochastic delay system with a small parameter
• Approximations and Optimal Control for the Pathwise Average Cost Per Unit Time and Discounted Problems for Wideband Noise-Driven Systems
• Nearly Optimal State Feedback Controls for Stochastic Systems with Wideband Noise Disturbances

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