Singular Perturbation Results for a Class of Stochastic Control Problems

Alain Bensoussan

doi:10.1109/TAC.1981.1102765

Singular Perturbation Results for a Class of Stochastic Control Problems

Alain Bensoussan

Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review

7 Citations (Scopus)

Abstract

Composite control originally proposed in a deterministic context is generalized to the problem with white-noise inputs. However, the approach used here is radically different from the deterministic approach. Presence of noise smoothes the system behavior and allows a more complete solution than in the deterministic case. Copyright © 1981 by The Institute of Electrical and Electronics Engineers, Inc.

Original language	English
Pages (from-to)	1071-1080
Journal	IEEE Transactions on Automatic Control
Volume	26
Issue number	5
DOIs	https://doi.org/10.1109/TAC.1981.1102765
Publication status	Published - Oct 1981
Externally published	Yes

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abstract = "Composite control originally proposed in a deterministic context is generalized to the problem with white-noise inputs. However, the approach used here is radically different from the deterministic approach. Presence of noise smoothes the system behavior and allows a more complete solution than in the deterministic case. Copyright {\textcopyright} 1981 by The Institute of Electrical and Electronics Engineers, Inc.",

author = "Alain Bensoussan",

year = "1981",

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doi = "10.1109/TAC.1981.1102765",

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AB - Composite control originally proposed in a deterministic context is generalized to the problem with white-noise inputs. However, the approach used here is radically different from the deterministic approach. Presence of noise smoothes the system behavior and allows a more complete solution than in the deterministic case. Copyright © 1981 by The Institute of Electrical and Electronics Engineers, Inc.

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U2 - 10.1109/TAC.1981.1102765

DO - 10.1109/TAC.1981.1102765

M3 - RGC 21 - Publication in refereed journal

SN - 0018-9286

VL - 26

SP - 1071

EP - 1080

JO - IEEE Transactions on Automatic Control

JF - IEEE Transactions on Automatic Control

IS - 5

ER -

Singular Perturbation Results for a Class of Stochastic Control Problems

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