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

MaRDI QIDQ5873983FDOQ5873983

Authors: Vasile Dragan, Ioan-Lucian Popa, Samir Aberkane 

Publication date: 10 February 2023

Recommendations

• On the linear quadratic optimal control for systems described by singularly perturbed Itô differential equations with two fast time scales
• scientific article; zbMATH DE number 4162794
• Asymptotic expansions for game-theoretic Riccati equations and stabilization with disturbance attenuation for singularly perturbed systems
• Infinite horizon quadratic control of linear singularly perturbed systems with small state delays: an asymptotic solution of Riccati-type equations

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)

Cited In (3)

• On an infinite dimensional perturbed Riccati differential equation arising in stochastic control
• A new approach to lineary perturbed Riccati equations arising in stochastic control
• Title not available (Why is that?)

This page was built for publication: On the asymptotic structure of the stabilizing solution of a class of singularly perturbed Riccati equation of stochastic control

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5873983)