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Convergence in mean square for controlled singularly perturbed stochastic systems

 

作者: Kaisheng Fan,  

 

期刊: Stochastic Analysis and Applications  （Taylor Available online 1997）
卷期: Volume 15, issue 3  

页码: 327-344

 

ISSN:0736-2994

 

年代: 1997

 

DOI:10.1080/07362999708809479

 

出版商: Marcel Dekker, Inc.

 

数据来源: Taylor

 

摘要:

This paper deals with the mean square type convergence for the slow-mode component of controlled singularly perturbed stochastic systems. A system of stochastic differential equation for the limit process is developed and the convergence of the corresponding cost functionals is studied.

 

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