On near-optimal mean-field stochastic singular controls: necessary and sufficient conditions for near-optimality

DOI10.1007/s10957-013-0361-1zbMath1292.93147arXiv1301.7327OpenAlexW2017658278MaRDI QIDQ2251570

Mokhtar Hafayed, Syed Abbas

Publication date: 14 July 2014

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1301.7327

zbMATH Keywords

Ekeland's variational principlegeneralized gradientmean-field stochastic differential equationsnear-optimal singular stochastic controlnecessary and sufficient conditions of near-optimality

Mathematics Subject Classification ID

Stochastic programming (90C15) Nonlinear systems in control theory (93C10) Optimal stochastic control (93E20) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Optimality conditions for problems involving randomness (49K45)

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