Singular perturbations in a stochastic linear-quadratic optimal control problem
Differencialʹnye uravneniâ, Tome 26 (1990) no. 5, pp. 753-759
Cet article a éte moissonné depuis la source Math-Net.Ru
@article{DE_1990_26_5_a2,
author = {V. Ya. Glizer},
title = {Singular perturbations in a stochastic linear-quadratic optimal control problem},
journal = {Differencialʹnye uravneni\^a},
pages = {753--759},
year = {1990},
volume = {26},
number = {5},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/DE_1990_26_5_a2/}
}
V. Ya. Glizer. Singular perturbations in a stochastic linear-quadratic optimal control problem. Differencialʹnye uravneniâ, Tome 26 (1990) no. 5, pp. 753-759. http://geodesic.mathdoc.fr/item/DE_1990_26_5_a2/