Skip to main content

Singular perturbations for stochastic control

  • Conference paper
  • First Online:
Stochastic Differential Systems

Part of the book series: Lecture Notes in Control and Information Sciences ((LNCIS,volume 126))

  • 180 Accesses

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Institutional subscriptions

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

Bibliography

  1. W. H. Fleming, M. Nisio, "On stochastic relaxed controls for partially observed diffusions," Magoya Math. J., 93, 1984, 71–108.

    Google Scholar 

  2. H. J. Kushner, W. Runggaldier, "Nearly optimal state feedback controls for stochastic systems with wideband noise disturbances," SIAM J. on Control and Optimization, 25, 1987, 298–315.

    Google Scholar 

  3. A. Saberi, H. Khalil, "Quadratic-type Liapunov functions for singularly perturbed systems", IEEE Trans. on Autamatic Control, AC-29, 1984, 542–550.

    Google Scholar 

  4. H. Khalil, "Stability analysis of singularly perturbed systems," Vol. 90, Lect. Notes on Control and Inf. Sci. (Ed.: Kokotovic, Bensoussan, Blankenship), Springer, Berlin, 1986, 357–373.

    Google Scholar 

  5. H. J. Kushner, "Necessary and sufficient conditions for optimality for the average cost per unit time problem with a diffusion model," SIAM J. on Control and Optimization, 16, 1977, 330–346.

    Google Scholar 

  6. A. Bensoussan, Méthodes de Perturbations en Contrôle Optimal, Dunod, Paris, 1988, to appear.

    Google Scholar 

  7. A. Bensoussan, G. Blankenship, "Singular perturbations in stochastic control," same volume as in [4], pp. 171–262.

    Google Scholar 

  8. S. N. Ethier, T. G. Kurtz, Markov Processes; Characterization and Convergence, Wiley, New York, 1986.

    Google Scholar 

  9. V. Borkar, M. K. Ghosh, "Ergodic control of multidimensional diffusions I: the existence results," SIAM J. on Control and Optimization, 28, 1988, 112–126.

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Editor information

Norbert Christopeit Kurt Helmes Michael Kohlmann

Rights and permissions

Reprints and permissions

Copyright information

© 1989 Springer-Verlag

About this paper

Cite this paper

Kushner, H.J. (1989). Singular perturbations for stochastic control. In: Christopeit, N., Helmes, K., Kohlmann, M. (eds) Stochastic Differential Systems. Lecture Notes in Control and Information Sciences, vol 126. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0043785

Download citation

  • DOI: https://doi.org/10.1007/BFb0043785

  • Published:

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-51299-8

  • Online ISBN: 978-3-540-46188-3

  • eBook Packages: Springer Book Archive

Publish with us

Policies and ethics