On necessary and sufficient conditions for near-optimal singular stochastic controls (Q2377219): Difference between revisions

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On necessary and sufficient conditions for near-optimal singular stochastic controls
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    On necessary and sufficient conditions for near-optimal singular stochastic controls (English)
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    28 June 2013
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    near-optimal singular stochastic control
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    maximum principle
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    necessary and sufficient conditions
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    Ekeland's variational principle
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