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Some singular perturbation problems arising in stochastic control

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Recent Mathematical Methods in Dynamic Programming

Part of the book series: Lecture Notes in Mathematics ((LNM,volume 1119))

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References

  1. A. BENSOUSSAN, Perturbation Methods in Optimal Control, Book in preparation

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  2. A. BENSOUSSAN, G. BLANKENSHIP, Singular Perturbations in Stochastic Control, in P. KOKOTOVIC, A. BENSOUSSAN, G. BLANKENSHIP, ed, lecture Notes Springer Verlag, to be published

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  3. R.Z. HASMINSKII, Stochastic stability of Differential Equations, Sijthoff — Noordhoff, 1980

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Authors
  1. A. Bensoussan
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Italo Capuzzo Dolcetta Wendell H. Fleming Tullio Zolezzi

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© 1985 Springer-Verlag

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Bensoussan, A. (1985). Some singular perturbation problems arising in stochastic control. In: Dolcetta, I.C., Fleming, W.H., Zolezzi, T. (eds) Recent Mathematical Methods in Dynamic Programming. Lecture Notes in Mathematics, vol 1119. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0074778

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  • DOI: https://doi.org/10.1007/BFb0074778

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-15217-0

  • Online ISBN: 978-3-540-39365-8

  • eBook Packages: Springer Book Archive

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