On near-optimal mean-field stochastic singular controls: necessary and sufficient conditions for near-optimality (Q2251570): Difference between revisions

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On near-optimal mean-field stochastic singular controls: necessary and sufficient conditions for near-optimality
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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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