IEEE - Institute of Electrical and Electronics Engineers, Inc. - Singular perturbation results for a class of stochastic control problems

Author(s): A. Bensoussan
Sponsor(s): IEEE Control Systems Society
Publisher: IEEE - Institute of Electrical and Electronics Engineers, Inc.
Publication Date: 1 October 1981
Volume: 26
Page(s): 1,071 - 1,080
ISSN (Paper): 0018-9286
ISSN (Online): 1558-2523
DOI: 10.1109/TAC.1981.1102765
Regular:

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... View More

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