Ergodicity, Stabilization, and Singular Perturbations for Bellman-Isaacs Equations |
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| Series title: | Memoirs of the American Mathematical Society Ser. |
| ISBN: | 978-0-8218-4715-2 |
| Publication Date: | Mar 2010 |
| Publisher: | American Mathematical Society
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| Book Format: | Paperback |
| List Price: | AUD $103.00 |
Book Description:
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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.
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.