DocumentCode
3074433
Title
On some perturbation problems in stochastic control
Author
Robin, M.
Author_Institution
INRIA, Le Chesnay Cedex, France
fYear
1986
fDate
10-12 Dec. 1986
Firstpage
491
Lastpage
493
Abstract
We consider a class of Markov processes X?? = (x?? (t), y??(t)) where y?? (t) is a "fast component" and x?? (t) the "slow component". The generator of X?? is given by -A?? = -(Ax + 1/?? By). In this paper we study the behaviour of the optimal cost function for optimal stopping and impulse control when ?? ?? 0.
Keywords
Markov processes; Stochastic processes;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control, 1986 25th IEEE Conference on
Conference_Location
Athens, Greece
Type
conf
DOI
10.1109/CDC.1986.267327
Filename
4048794
Link To Document