Content area
Abstract
An averaged system to approximate the slow dynamics of a two timescale nonlinear stochastic control system is introduced. Validity of the approximation is established. Special cases are considered to illustrate the general theory. [PUBLICATION ABSTRACT]
Details
Title
Averaging of Singularly Perturbed Controlled Stochastic Differential Equations
Author
Borkar, Vivek; Gaitsgory, Vladimir
Pages
169
Publication year
2007
Publication date
Sep 2007
ISSN
00954616
e-ISSN
14320606
Source type
Scholarly Journal
Language of publication
English
ProQuest document ID
194619970
Copyright
Springer 2007