Many control problems can be modelled by systems of differential equations where the state variable can be divided into two coupled groups. Those in the first group change at a “normal” rate, and those in the second group change at a much “faster” rate. Such systems can be loosely termed “two time scale” systems, and have been the subject of a great deal of work. We refer the reader to [B2, K4, K5], and the references contained therein. For linear systems models, the first group might represent the low frequency part of the system and the second group the high frequency part.


Invariant Measure Wiener Process Average Cost Convergent Subsequence Finite Time Interval 
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Copyright information

© Birkhäuser Boston 1990

Authors and Affiliations

  • Harold J. Kushner
    • 1
  1. 1.Division of Applied MathematicsBrown UniversityProvidenceUSA

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