Ergodicity, Stabilization, and Singular Perturbations for Bellman-Isaacs Equations
Olivier Alvarez · Martino Bardi
Jan 2010 · American Mathematical Soc.
Ebook
77
Pages
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About this ebook
Examines singular perturbations of optimal stochastic control problems and differential games arising in the dimension reduction of system with multiple time scales. It analyzes the uniform convergence of the value functions via the associated Hamilton-Jacobi-Bellman-Isaacs equations, in the framework of viscosity solutions.
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