Necessary and Sufficient Near-Optimal Conditions for Mean-Field Singular Stochastic Controls (Q2813961): Difference between revisions

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Latest revision as of 05:02, 12 July 2024

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Necessary and Sufficient Near-Optimal Conditions for Mean-Field Singular Stochastic Controls
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    Necessary and Sufficient Near-Optimal Conditions for Mean-Field Singular Stochastic Controls (English)
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    17 June 2016
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    stochastic near-optimal control
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    singular control
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    mean-field SDE
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    adjoint equation
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    Ekeland's principle
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