A revisit to stochastic near-optimal controls: the critical case
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Publication:899111
DOI10.1016/j.sysconle.2015.04.008zbMath1327.93420OpenAlexW633335663MaRDI QIDQ899111
Publication date: 21 December 2015
Published in: Systems \& Control Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.sysconle.2015.04.008
maximum principleerror boundEkeland's variational principlenecessary conditionstochastic near-optimal control
Nonsmooth analysis (49J52) Optimal stochastic control (93E20) Optimality conditions for problems involving randomness (49K45)
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