Stochastic Near-Optimal Controls: Necessary and Sufficient Conditions for Near-Optimality (Q4388941)
From MaRDI portal
scientific article; zbMATH DE number 1150704
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic Near-Optimal Controls: Necessary and Sufficient Conditions for Near-Optimality |
scientific article; zbMATH DE number 1150704 |
Statements
Stochastic Near-Optimal Controls: Necessary and Sufficient Conditions for Near-Optimality (English)
0 references
10 May 1998
0 references
stochastic near-optimal control
0 references
necessary and sufficient condition
0 references
adjoint equation
0 references
\(\mathbf H\)-function
0 references
Hamiltonian
0 references
Ekeland's principle
0 references
