On the asymptotic structure of the stabilizing solution of a class of singularly perturbed Riccati equation of stochastic control

MaRDI QIDQ5873983zbMATH OpenFDO

Authors Vasile Dragan, Ioan-Lucian Popa, Samir Aberkane

Publication date 10 February 2023

zbMATH Keywords

optimal control problemMarkovian jumping parametersRiccati equations of stochastic controlsingularly perturbed linear stochastic systems

Mathematics Subject Classification ID

Linear-quadratic optimal control problems (49N10) Variable structure systems (93B12) Optimal stochastic control (93E20) Stabilization of solutions to ordinary differential equations (34H15)

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