Stochastic singular optimal control problem with state delays: regularization, singular perturbation, and minimizing sequence
DOI10.1137/110852784zbMATH Open1258.49038OpenAlexW2068973607MaRDI QIDQ4905930FDOQ4905930
Authors: Valery Y. Glizer 
Publication date: 21 February 2013
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/110852784
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- scientific article; zbMATH DE number 947058
- Linear-quadratic optimal control problem for singularly perturbed systems with small delays
regularizationsingular perturbationcheap controlsingular optimal controlminimizing control sequencetime delay stochastic system
Stochastic functional-differential equations (34K50) Sensitivity, stability, well-posedness (49K40) Optimality conditions for problems involving randomness (49K45) Linear-quadratic optimal control problems (49N10) Feedback control (93B52) Time-scale analysis and singular perturbations in control/observation systems (93C70) Optimal stochastic control (93E20)
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- Stochastic HJB equations and regular singular points
- Solution of a singular optimal control problem with state delays: a cheap control approach
- Solving optimal control problems with control delays using direct transcription
- On the linear quadratic optimal control for systems described by singularly perturbed Itô differential equations with two fast time scales
- Finite-Horizon $$H_{\infty }$$ Control Problem with Singular Control Cost
- Solution of a singular minimum energy control problem for time delay system: regularization approach
- SOLUTION OF A SINGULAR ZERO-SUM LINEAR-QUADRATIC DIFFERENTIAL GAME BY REGULARIZATION
- Saddle-point equilibrium sequence in one class of singular infinite horizon zero-sum linear-quadratic differential games with state delays
- Asymptotic properties of an infinite horizon partial cheap control problem for linear systems with known disturbances
- Singular infinite horizon zero-sum linear-quadratic differential game: saddle-point equilibrium sequence
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