Necessary and Sufficient Near-Optimal Conditions for Mean-Field Singular Stochastic Controls
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Publication:2813961
DOI10.1002/asjc.954zbMath1338.93404OpenAlexW2144885922MaRDI QIDQ2813961
Publication date: 17 June 2016
Published in: Asian Journal of Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/asjc.954
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Dynamic programming in optimal control and differential games (49L20) Optimal stochastic control (93E20) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)
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Cites Work
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