The averaging principle for perturbations of continuous time control problems with fast controlled jump parameters

Rachid El Azouzi, Eitan Altman, Vladimir Gaitsgory. The averaging principle for perturbations of continuous time control problems with fast controlled jump parameters. In 39th IEEE Conference on Decision and Control, CDC 2000, Sydney, Australia, December 12-15, 2000. pages 730-735, IEEE, 2000. [doi]

Authors

Rachid El Azouzi

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Eitan Altman

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Vladimir Gaitsgory

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