On near-optimal mean-field stochastic singular controls: necessary and sufficient conditions for near-optimality (Q2251570): Difference between revisions
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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 |
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On near-optimal mean-field stochastic singular controls: necessary and sufficient conditions for near-optimality (English)
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14 July 2014
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mean-field stochastic differential equations
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near-optimal singular stochastic control
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necessary and sufficient conditions of near-optimality
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Ekeland's variational principle
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generalized gradient
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