Stochastic Near-Optimal Controls: Necessary and Sufficient Conditions for Near-Optimality (Q4388941)

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scientific article; zbMATH DE number 1150704
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    Stochastic Near-Optimal Controls: Necessary and Sufficient Conditions for Near-Optimality
    scientific article; zbMATH DE number 1150704

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      Stochastic Near-Optimal Controls: Necessary and Sufficient Conditions for Near-Optimality (English)
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      10 May 1998
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      stochastic near-optimal control
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      necessary and sufficient condition
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      adjoint equation
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      \(\mathbf H\)-function
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      Hamiltonian
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      Ekeland's principle
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