Singular Perturbations in Stochastic Ergodic Control Problems

DOI10.1137/100782668MaRDI QIDQ4910560zbMATH OpenOpenAlexFDO

Authors K. Suresh Kumar

Publication date 19 March 2013

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

Full work available at URL https://doi.org/10.1137/100782668

zbMATH Keywords

associated ergodic controlsingular perturbationssingularly perturbed ergodic HJB equationstochastic ergodic controltwo time scales

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Time-scale analysis and singular perturbations in control/observation systems (93C70) Optimal stochastic control (93E20)

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Cited in

(20)

• Singular ergodic control for multidimensional Gaussian processes
• Weak convergence methods and singularly perturbed stochastic control and filtering problems
• On ergodic control problems for singularly perturbed Markov processes
• Controllability and observability of stochastic singular systems in Banach spaces
• Singular control of SPDEs with space-mean dynamics
• On the solutions of the problem for a singular ergodic control
• Limits of Singularly Perturbed Control Problems with Statistical Dynamics of Fast Motions
• scientific article; zbMATH DE number 4202810 (Why is no real title available?)
• Singular Perturbations in Ergodic Control of Diffusions
• Ergodicity, stabilization, and singular perturbations for Bellman-Isaacs equations
• Convergence in mean square for controlled singularly perturbed stochastic systems
• scientific article; zbMATH DE number 1791675 (Why is no real title available?)
• Singular perturbations and optimal control of stochastic systems in infinite dimension: HJB equations and viscosity solutions
• A Singular Stochastic Control Problem with Interconnected Dynamics
• Intrinsic difficulties in stochastic control of unstable convolution operators on Z
• Singular perturbations for a subelliptic operator
• The Eigenvalue Problem of Singular Ergodic Control
• Singular ergodic control for multidimensional Gaussian–Poisson processes
• Singular perturbations in stochastic optimal control with unbounded data
• A singular control problem with an expected and a pathwise ergodic performance criterion

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