Nearly Optimal controls for singularly perturbed wideband noise systems

DOI10.1080/07362999508809402MaRDI QIDQ4835293zbMATH OpenOpenAlexFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 3936125 (Why is no real title available?)
• scientific article; zbMATH DE number 193190 (Why is no real title available?)
• scientific article; zbMATH DE number 3274494 (Why is no real title available?)
• Averaging principle and systems of singularly perturbed stochastic differential equations
• Nearly Optimal Singular Controls for Wideband Noise Driven Systems
• Some limit theorems for stochastic delay-differential equations

Cited in

(9)

• scientific article; zbMATH DE number 4154355 (Why is no real title available?)
• Nearly Optimal State Feedback Controls for Stochastic Systems with Wideband Noise Disturbances
• A singularly perturbed stochastic delay system with a small parameter
• Optimality issues for a class of controlled singularly perturbed stochastic systems
• Approximations and Optimal Control for the Pathwise Average Cost Per Unit Time and Discounted Problems for Wideband Noise-Driven Systems
• scientific article; zbMATH DE number 4064894 (Why is no real title available?)
• Nearly Optimal Singular Controls for Wideband Noise Driven Systems
• Near optimality and near equilibrium for controlled systems with wideband noise for hybrid systems
• scientific article; zbMATH DE number 4031553 (Why is no real title available?)

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