Near Optimality of Stochastic Control for Singularly Perturbed McKean--Vlasov Systems

DOI10.1137/21M1466177zbMath1500.93147MaRDI QIDQ5039273

Ji-Feng Zhang, Yun Li, Fuke Wu

Publication date: 12 October 2022

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

zbMATH Keywords

weak convergencesingular perturbationstochastic controlMcKean-Vlasov diffusionmartingale methodnear optimality

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Time-scale analysis and singular perturbations in control/observation systems (93C70) Optimal stochastic control (93E20)

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