On near-optimal mean-field stochastic singular controls: necessary and sufficient conditions for near-optimality (Q2251570): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
Changed an Item |
||
| Property / arXiv ID | |||
| Property / arXiv ID: 1301.7327 / rank | |||
Normal rank | |||
Revision as of 02:58, 19 April 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
