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Ergodicity, Stabilization, and Singular Perturbations for Bellman-Isaacs Equations

Ergodicity, Stabilization, and Singular Perturbations for Bellman-Isaacs Equations( )
Author: Alvarez, Olivier
Bardi, Martino
Series title:Memoirs of the American Mathematical Society Ser.
ISBN:978-0-8218-4715-2
Publication Date:Feb 2010
Publisher:American Mathematical Society
Book Format:Paperback
List Price:USD $73.00
Book Description:

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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