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