A revisit to stochastic near-optimal controls: the critical case (Q899111)
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scientific article
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English | A revisit to stochastic near-optimal controls: the critical case |
scientific article |
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A revisit to stochastic near-optimal controls: the critical case (English)
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21 December 2015
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stochastic near-optimal control
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necessary condition
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maximum principle
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Ekeland's variational principle
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error bound
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