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

DOI10.1137/S0363012996302664zbMATH Open0914.93073MaRDI QIDQ4388941FDOQ4388941

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Publication date: 10 May 1998

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

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Mathematics Subject Classification ID

Optimal stochastic control (93E20)

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