Sydney Dynamics Group seminar: Vladimir Gaitsgory -- Averaging of singularly perturbed deterministic and stochastic control systems

Dear All, 

Next week on Friday, October 13, Vladimir Gaitsgory (Macquarie), will give a talk at
USyd, Carslaw Lecture Theatre 275 at 4pm on 

Title: Averaging of singularly perturbed deterministic and stochastic control systems 

Abstract: Models of real life dynamical systems are often characterized by the fact that
their state variables are decomposed into groups of slow and fast ones, this
decomposition being formalized with a special introduction of a small parameter.  Such
systems are commonly called singularly perturbed (SP).  

Problems of control of SP systems (in both deterministic and stochastic settings) have
received a great deal of attention in the literature.  In this talk, we will discuss
results establishing that, under certain conditions, the slow state trajectories of a SP
control system are asymptotically close to the state trajectories of an averaged
system.  The role of controls in the averaged system is played by measure-valued
functions that take values in the set of occupational measures generated by the
state-control trajectories of the fast dynamics considered with “frozen” slow state
components.  

Hope to see you all there, 

Georg