Stochastic near-optimal singular controls for jump diffusions: necessary and sufficient conditions (Q2441454): Difference between revisions

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Latest revision as of 11:55, 7 July 2024

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Stochastic near-optimal singular controls for jump diffusions: necessary and sufficient conditions
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    Stochastic near-optimal singular controls for jump diffusions: necessary and sufficient conditions (English)
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    24 March 2014
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    near-optimal necessary and sufficient conditions
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    singular stochastic control
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    jump processes
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    Ekeland's variational principle
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    convex perturbation
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