Alexander Vigodner, “Limits of Singularly Perturbed Control Problems with Statistical Dynamics of Fast Motions”, SIAM J. Control Optim., 35, no. 1, 1997, 1
Yuri Kabanov, Sergei Pergamenshchikov, “On Convergence of Attainability Sets for Controlled Two-Scale Stochastic Linear Systems”, SIAM J. Control Optim., 35, no. 1, 1997, 134
Giuseppina Guatteri, Gianmario Tessitore, “Singular Limit of Two-Scale Stochastic Optimal Control Problems in Infinite Dimensions by Vanishing Noise Regularization”, SIAM J. Control Optim., 60, no. 1, 2022, 575
Yuri M Kabanov, Wolfgang J. Runggaldier, “On control of two-scale stochastic systems with linear dynamics in the fast variables”, Math. Control Signal Systems, 9, no. 2, 1996, 107
Yu. M. Kabanov, D. O. Kramkov, “Large Financial Markets: Asymptotic Arbitrage and Contiguity”, Theory Probab. Appl., 39, no. 1, 1995, 182
E. Presman, V. Rotar, M. Taksar, “Optimality in probability and almost surely. the general scheme and a linear regulator problem”, Stochastics and Stochastic Reports, 43, no. 3-4, 1993, 127
Robert S. Liptser, Albert N. Shiryaev, 6, Statistics of Random Processes, 2001, 177
Olivier Alvarez, Martino Bardi, 9, Advances in Dynamic Game Theory, 2007, 131