Necessary and sufficient near-optimal conditions for mean-field singular stochastic controls (Q2813961)

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scientific article; zbMATH DE number 6594796
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Necessary and sufficient near-optimal conditions for mean-field singular stochastic controls
scientific article; zbMATH DE number 6594796

    Statements

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    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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