Necessary and sufficient conditions of near‐optimality in a regime‐switching diffusion model (Q4994759)
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scientific article; zbMATH DE number 7361615
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Necessary and sufficient conditions of near‐optimality in a regime‐switching diffusion model |
scientific article; zbMATH DE number 7361615 |
Statements
Necessary and sufficient conditions of near‐optimality in a regime‐switching diffusion model (English)
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22 June 2021
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Ekeland's variational principle
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necessary and sufficient conditions
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regime-switching
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stochastic near-optimal control
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