Stochastic Near-Optimal Controls: Necessary and Sufficient Conditions for Near-Optimality
From MaRDI portal
Publication:4388941
Recommendations
- On necessary and sufficient conditions for near-optimal singular stochastic controls
- scientific article; zbMATH DE number 3881368
- Approximation and optimality necessary conditions in relaxed stochastic control problems
- scientific article; zbMATH DE number 3902530
- A revisit to stochastic near-optimal controls: the critical case
- scientific article; zbMATH DE number 4008258
- scientific article; zbMATH DE number 3845483
- Necessary and sufficient near-optimal conditions for mean-field singular stochastic controls
Cited in
(58)- Near-optimality of a stochastic economic-environment model with pollution control strategies
- Stochastic near-optimal controls for treatment and vaccination in a COVID-19 model with transmission incorporating Lévy jumps
- Stationary distribution and near-optimal control of a stochastic reaction-diffusion HIV model
- Near-optimal control problems for forward-backward regime-switching systems
- scientific article; zbMATH DE number 5259916 (Why is no real title available?)
- Near-optimality in stochastic control of two competitive capital accumulation systems
- Necessary optimality conditions for local minimizers of stochastic optimal control problems with state constraints
- Near-optimal control for stochastic recursive problems
- The stochastic maximum principle in optimal control of degenerate diffusions with non-smooth coefficients
- Near-maximum principle for general recursive utility optimal control problem
- Exploitation of necessary and sufficient conditions for suboptimal solutions of multiobjective stochastic control problems
- A modified method of successive approximations for stochastic recursive optimal control problems
- The relaxed general maximum principle for singular optimal control of diffusions
- Near‐optimal control of a stochastic pine wilt disease model with prevention strategies
- Time-inconsistent stochastic optimal control problems and backward stochastic Volterra integral equations
- Necessary condition for near optimal control of linear forward-backward stochastic differential equations
- Sufficient stochastic maximum principle for discounted control problem
- Necessary and sufficient conditions for near-optimality of stochastic delay systems
- A stochastic epidemic model with nonmonotone incidence rate: sufficient and necessary conditions for near-optimality
- Stochastic maximum principle of near-optimal control of fully coupled forward-backward stochastic differential equation
- Necessary and sufficient near-optimal conditions for mean-field singular stochastic controls
- Near-optimality conditions in stochastic control of linear fully coupled FBSDEs
- Near‐optimal control of a stochastic model for mountain pine beetles with pesticide application
- Stochastic near-optimal singular controls for jump diffusions: necessary and sufficient conditions
- Necessary and sufficient conditions for near-optimal harvesting control problem of stochastic age-dependent system
- Sufficient and necessary conditions for stochastic near-optimal controls: a stochastic chemostat model with non-zero cost inhibiting
- Near optimality conditions in stochastic control of jump diffusion processes
- Approximation and optimality necessary conditions in relaxed stochastic control problems
- On near-optimal necessary and sufficient conditions for forward-backward stochastic systems with jumps, with applications to finance.
- Maximum principle for near-optimality of stochastic delay control problem
- Maximum principle for near-optimality of mean-field FBSDEs
- On necessary and sufficient conditions for near-optimal singular stochastic controls
- A maximum principle for relaxed stochastic control of linear SDEs with application to bond portfolio optimization
- Sufficient and necessary conditions of near-optimal controls for a diffusion dengue model with Lévy noise
- On maximum principle of near-optimality for diffusions with jumps, with application to consumption-investment problem
- scientific article; zbMATH DE number 3845483 (Why is no real title available?)
- Stochastic near-optimal control for drug therapy in a random viral model with cellular immune response
- General necessary conditions for partially observed optimal stochastic controls
- Near optimal control for a class of stochastic hybrid systems
- Deterministic near-optimal control. I: Necessary and sufficient conditions for near-optimality
- Near-optimal control of a stochastic partial differential equation SEIR epidemic model under economic constraints
- On near-optimal mean-field stochastic singular controls: necessary and sufficient conditions for near-optimality
- Backward stochastic differential equations coupled with value function and related optimal control problems
- On the stochastic maximum principle in optimal control of degenerate diffusions with Lipschitz coefficients
- Near-optimal control problems for linear forward-backward stochastic systems
- Optimality necessary conditions in singular stochastic control problems with nonsmooth data
- Necessary and sufficient conditions for near‐optimal controls of a stochastic West Nile virus system with spatial diffusion
- Controlled mean-field backward stochastic differential equations with jumps involving the value function
- Near-optimal control of stochastic recursive systems via viscosity solution
- Existence and optimality conditions for relaxed mean-field stochastic control problems
- Near-optimal stochastic control for radiotherapy treatment in a random cancer model
- Near-optimality conditions in mean-field control models involving continuous and impulse controls
- Necessary conditions for optimality in relaxed stochastic control problems
- Necessary and sufficient conditions for near-optimality in stochastic control of FBSDEs
- A revisit to stochastic near-optimal controls: the critical case
- Necessary stochastic maximum principle for dissipative systems on infinite time horizon
- Stochastic maximum principle for optimal control problem with a stopping time cost functional
- Near optimality of quantized policies in stochastic control under weak continuity conditions
This page was built for publication: Stochastic Near-Optimal Controls: Necessary and Sufficient Conditions for Near-Optimality
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4388941)
