Necessary and Sufficient Near-Optimal Conditions for Mean-Field Singular Stochastic Controls (Q2813961)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Necessary and Sufficient Near-Optimal Conditions for Mean-Field Singular Stochastic Controls |
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Necessary and Sufficient Near-Optimal Conditions for Mean-Field Singular Stochastic Controls (English)
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17 June 2016
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stochastic near-optimal control
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singular control
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mean-field SDE
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adjoint equation
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Ekeland's principle
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