Necessary and Sufficient Near-Optimal Conditions for Mean-Field Singular Stochastic Controls

DOI10.1002/asjc.954zbMath1338.93404OpenAlexW2144885922MaRDI QIDQ2813961

Ruijing Li, Bin Liu

Publication date: 17 June 2016

Published in: Asian Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/asjc.954

zbMATH Keywords

Ekeland's principleadjoint equationsingular controlmean-field SDEstochastic near-optimal control

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Dynamic programming in optimal control and differential games (49L20) Optimal stochastic control (93E20) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)

Related Items (1)

Necessary and sufficient optimality conditions for regular-singular stochastic differential games with asymmetric information

Cites Work

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