A revisit to stochastic near-optimal controls: the critical case
DOI10.1016/J.SYSCONLE.2015.04.008zbMATH Open1327.93420OpenAlexW633335663MaRDI QIDQ899111FDOQ899111
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
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Cites Work
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- A variational formula for stochastic controls and some applications
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- Deterministic near-optimal control. I: Necessary and sufficient conditions for near-optimality
- Stochastic Near-Optimal Controls: Necessary and Sufficient Conditions for Near-Optimality
- Deterministic Near-Optimal Controls. Part II: Dynamic Programming and Viscosity Solution Approach
- On maximum principle of near-optimality for diffusions with jumps, with application to consumption-investment problem
- Near-optimal control problems for linear forward-backward stochastic systems
- A sufficient condition for near-optimal stochastic controls and its application to manufacturing systems
- The variational principle and stochastic optimal control
- Near-optimal control for stochastic recursive problems
- Near-optimal controls of random-switching LQ problems with indefinite control weight costs
Cited In (6)
- Title not available (Why is that?)
- Stochastic Near-Optimal Controls: Necessary and Sufficient Conditions for Near-Optimality
- Optimal control for stochastic delay evolution equations
- Near optimality of quantized policies in stochastic control under weak continuity conditions
- Maximum principle for near-optimality of stochastic delay control problem
- Near-optimal control of stochastic recursive systems via viscosity solution
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