Averaging of Singularly Perturbed Controlled Stochastic Differential Equations

Vivek Borkar, Vladimir Gaitsgory

    Research output: Contribution to journalArticlepeer-review

    23 Citations (Scopus)
    Original languageEnglish
    Pages (from-to)169-209
    Number of pages41
    JournalApplied Mathematics and Optimization
    Volume56
    Issue number2
    Publication statusPublished - 2007

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