SINGULAR PERTURBATIONS IN STOCHASTIC CONTROL.

A. Bensoussan; G. L. Blankenship

SINGULAR PERTURBATIONS IN STOCHASTIC CONTROL.

Research output: Chapters, Conference Papers, Creative and Literary Works › RGC 32 - Refereed conference paper (with host publication) › peer-review

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Abstract

A variety of singular perturbation problems in stochastic control theory are posed and analyzed using analytical techniques for PDE's and the theory of weak convergence of probability measures.

Original language	English
Title of host publication	IFAC Proceedings Series
Publisher	r IFAC by Pergamon Press
Pages	1525-1530
ISBN (Print)	80316697
Publication status	Published - 1985
Externally published	Yes

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ISSN (Electronic)	0741-1146

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@inproceedings{1b33deb38d274cc79e146060dbd7dc35,

title = "SINGULAR PERTURBATIONS IN STOCHASTIC CONTROL.",

abstract = "A variety of singular perturbation problems in stochastic control theory are posed and analyzed using analytical techniques for PDE's and the theory of weak convergence of probability measures.",

author = "A. Bensoussan and Blankenship, {G. L.}",

year = "1985",

language = "English",

isbn = "80316697",

publisher = "r IFAC by Pergamon Press",

pages = "1525--1530",

booktitle = "IFAC Proceedings Series",

}

TY - GEN

T1 - SINGULAR PERTURBATIONS IN STOCHASTIC CONTROL.

AU - Bensoussan, A.

AU - Blankenship, G. L.

PY - 1985

Y1 - 1985

N2 - A variety of singular perturbation problems in stochastic control theory are posed and analyzed using analytical techniques for PDE's and the theory of weak convergence of probability measures.

AB - A variety of singular perturbation problems in stochastic control theory are posed and analyzed using analytical techniques for PDE's and the theory of weak convergence of probability measures.

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UR - https://www.scopus.com/record/pubmetrics.uri?eid=2-s2.0-0021977039&origin=recordpage

M3 - RGC 32 - Refereed conference paper (with host publication)

SN - 80316697

SP - 1525

EP - 1530

BT - IFAC Proceedings Series

PB - r IFAC by Pergamon Press

ER -

SINGULAR PERTURBATIONS IN STOCHASTIC CONTROL.

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