Title :
Singular perturbation results for a class of stochastic control problems
Author :
Bensoussan, Alain
Author_Institution :
University of Paris-Dauphine and the INRIA, France
fDate :
10/1/1981 12:00:00 AM
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.
Keywords :
Continuous-time systems; Singularly perturbed systems; Stochastic systems; Contracts; Control systems; Equations; Indium tin oxide; Optimal control; Stochastic processes; Stochastic resonance; Stochastic systems; US Department of Energy; White noise;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1981.1102765
