Singular Limit of Two-Scale Stochastic Optimal Control Problems in Infinite Dimensions by Vanishing Noise Regularization

Giuseppina Guatteri, Gianmario Tessitore. Singular Limit of Two-Scale Stochastic Optimal Control Problems in Infinite Dimensions by Vanishing Noise Regularization. SIAM J. Control and Optimization, 60(1):575-596, 2022. [doi]

Abstract

Abstract is missing.