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On the Asymptotic Structure of the Stabilizing Solution of the Riccati Equation Arising in Connection with the Linear Quadratic Regulator Problem for a System Described by Itȏ Differential Equations with Two Fast Time Scales

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dc.contributor.author DRĂGAN, V.
dc.contributor.author POPA, I.-L.
dc.contributor.author ABERKANE, S.
dc.date.accessioned 2020-11-04T07:47:28Z
dc.date.available 2020-11-04T07:47:28Z
dc.date.issued 2018
dc.identifier.citation DRĂGAN, V., POPA, I.-L., ABERKANE, S. On the Asymptotic Structure of the Stabilizing Solution of the Riccati Equation Arising in Connection with the Linear Quadratic Regulator Problem for a System Described by Itȏ Differential Equations with Two Fast Time Scales. In: CAIM 2018: The 26th Conference on Applied and Industrial Mathematics: Book of Abstracts, Technical University of Moldova, September 20-23, 2018. Chişinău: Bons Offices, 2018, p. 75. en_US
dc.identifier.uri http://repository.utm.md/handle/5014/11087
dc.description Only Abstract en_US
dc.description.abstract We consider a stochastic optimal control problem described by a quadratic performance criterion and a linear controlled system modeled by a system of singularly perturbed Itȏ differential equations with two fast time scales. Our goal is to analyse the asymptotic structure with respect to the small parameters εj > 0, j = 1, 2 associated to the two fast time scales of the stabilizing solution of the matrix Riccati equation associated to the optimal control problem under consideration. The results derived in this stochastic framework cannot be obtained mutatis-mutandis from the already existing ones in the deterministic case, as those from. en_US
dc.language.iso en en_US
dc.publisher Bons Offices en_US
dc.rights Attribution-NonCommercial-NoDerivs 3.0 United States *
dc.rights.uri http://creativecommons.org/licenses/by-nc-nd/3.0/us/ *
dc.subject optimal control problems en_US
dc.subject differential equations en_US
dc.subject Riccati equation en_US
dc.subject asymptotic structures en_US
dc.title On the Asymptotic Structure of the Stabilizing Solution of the Riccati Equation Arising in Connection with the Linear Quadratic Regulator Problem for a System Described by Itȏ Differential Equations with Two Fast Time Scales en_US
dc.type Article en_US


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