Averaging of Singularly Perturbed Controlled Stochastic Differential Equations

Vivek Borkar, Vladimir Gaitsgory

Research output: Contribution to journal › Article › peer-review

29 Citations (Scopus)

Original language	English
Pages (from-to)	169-209
Number of pages	41
Journal	Applied Mathematics and Optimization
Volume	56
Issue number	2
Publication status	Published - 2007

Cite this

@article{c2915ae7373a45948aa775bda20c03cb,

title = "Averaging of Singularly Perturbed Controlled Stochastic Differential Equations",

author = "Vivek Borkar and Vladimir Gaitsgory",

year = "2007",

language = "English",

volume = "56",

pages = "169--209",

journal = "Applied Mathematics and Optimization",

issn = "0095-4616",

publisher = "Springer New York",

number = "2",

}