Memoirs of the American Mathematical Society
Memoirs of the American Mathematical Society
Examines singular perturbations of optimal stochastic control problems and differential games arising in the dimension reduction of system with multiple time scales. It analyzes the uniform convergence of the value functions via the associated Hamilton-Jacobi-Bellman-Isaacs equations, in the framework of viscosity solutions.
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Examines singular perturbations of optimal stochastic control problems and differential games arising in the dimension reduction of system with multiple time scales. It analyzes the uniform convergence of the value functions via the associated Hamilton-Jacobi-Bellman-Isaacs equations, in the framework of viscosity solutions.
