Stochastic near-optimal singular controls for jump diffusions: necessary and sufficient conditions (Q2441454): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic near-optimal singular controls for jump diffusions: necessary and sufficient conditions |
scientific article |
Statements
Stochastic near-optimal singular controls for jump diffusions: necessary and sufficient conditions (English)
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24 March 2014
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near-optimal necessary and sufficient conditions
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singular stochastic control
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jump processes
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Ekeland's variational principle
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convex perturbation
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