• DocumentCode
    836835
  • Title

    Singular perturbation results for a class of stochastic control problems

  • Author

    Bensoussan, Alain

  • Author_Institution
    University of Paris-Dauphine and the INRIA, France
  • Volume
    26
  • Issue
    5
  • fYear
    1981
  • fDate
    10/1/1981 12:00:00 AM
  • Firstpage
    1071
  • Lastpage
    1080
  • 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;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/TAC.1981.1102765
  • Filename
    1102765
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=836835