Perturbation Methods in Optimal Control

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Author(s):	Bensoussan, Alain
ISBN No.:	9780471919940
Pages:	588
Year:	198806
Format:	Trade Cloth (Hard Cover)
Price:	$ 154.00
Status:	Out Of Print

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Partial table of contents: THE PRINCIPAL RESULTS OF DETERMINISTIC AND STOCHASTIC OPTIMAL CONTROL. Statement of the Problem and Conditions for Optimality. Dynamic Programming. Preliminaries for Stochastic Control. ERGODIC CONTROL. A General Framework for Ergodic Control Problems. Bellman2s Equation for Ergodic Control. Duality.

REGULAR PERTURBATIONS IN DETERMINISTIC OPTIMAL CONTROL. Statement of the Problem--Approximation. A Study of Convergence. The Constrained Case. REGULAR PERTURBATIONS IN STOCHASTIC OPTIMAL CONTROL. Statement of the Problem. A Study of Convergence. Dynamic Programming.

SINGULAR PERTURBATIONS IN DETERMINISTIC OPTIMAL CONTROL. General Convergence Results for Singular Perturbation Results in Optimal Control. Asymptotic Expansions. A Study of Convergence. SINGULAR PERTURBATIONS IN STOCHASTIC CONTROL. General Conditions. Singular Perturbation for Periodic Diffusions. Singular Perturbations for Diffusions with Reflection.

Singular Peturbations for a Rapid Linear System. Bibliography.

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