On near-optimal mean-field stochastic singular controls: necessary and sufficient conditions for near-optimality (Q2251570): Difference between revisions
From MaRDI portal
Latest revision as of 17:43, 8 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | On near-optimal mean-field stochastic singular controls: necessary and sufficient conditions for near-optimality |
scientific article |
Statements
On near-optimal mean-field stochastic singular controls: necessary and sufficient conditions for near-optimality (English)
0 references
14 July 2014
0 references
mean-field stochastic differential equations
0 references
near-optimal singular stochastic control
0 references
necessary and sufficient conditions of near-optimality
0 references
Ekeland's variational principle
0 references
generalized gradient
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references