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On perturbation methods in stochastic control

  • Part III : Stochastic Control Theory
  • Conference paper
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Stochastic Differential Systems

Part of the book series: Lecture Notes in Control and Information Sciences ((LNCIS,volume 43))

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References

  1. A. BENSOUSSAN, Lectures on Stochastic Control, CIME Course on Stochastic Control and Filtering, Cortona, July 1981.

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  2. J.M. BISMUT, An introductory Approach to Duality in Optimal Stochastic Control, SIAM Rev., vol. 20, no1, Jan. 1978.

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  3. J.B. CRUZ, Feedback Systems, MacGraw Hill, 1972.

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  4. W.H. FLEMING, Stochastic Control for Small Noise Intensities, SIAM Cont. 9, pp. 473–517 (1971).

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Author information

Authors and Affiliations

  1. University Paris-Dauphine and INRIA, France

    A. Bensoussan

Authors
  1. A. Bensoussan
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M. Kohlmann N. Christopeit

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© 1982 Springer-Verlag

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Bensoussan, A. (1982). On perturbation methods in stochastic control. In: Kohlmann, M., Christopeit, N. (eds) Stochastic Differential Systems. Lecture Notes in Control and Information Sciences, vol 43. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0044304

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  • DOI: https://doi.org/10.1007/BFb0044304

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-12061-2

  • Online ISBN: 978-3-540-39518-8

  • eBook Packages: Springer Book Archive

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