Stochastic Near-Optimal Controls: Necessary and Sufficient Conditions for Near-Optimality
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Publication:4388941
DOI10.1137/S0363012996302664zbMath0914.93073MaRDI QIDQ4388941
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Publication date: 10 May 1998
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
HamiltonianEkeland's principleadjoint equationnecessary and sufficient conditionstochastic near-optimal control\(\mathbf H\)-function
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