Necessary and sufficient near-optimal conditions for mean-field singular stochastic controls (Q2813961)
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scientific article; zbMATH DE number 6594796
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Necessary and sufficient near-optimal conditions for mean-field singular stochastic controls |
scientific article; zbMATH DE number 6594796 |
Statements
17 June 2016
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stochastic near-optimal control
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singular control
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mean-field SDE
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adjoint equation
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Ekeland's principle
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Necessary and sufficient near-optimal conditions for mean-field singular stochastic controls (English)
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