Stochastic near-optimal controls: Necessary and sufficient conditions for near-optimality

SIAM Journal on Control and Optimization

Volumn 36, Issue 3, 1998, Pages 929-947

  Zhou, Xun Yu ^a  

^a CHINESE UNIVERSITY OF HONG KONG   (Hong Kong)

Author keywords

Adjoint equation; Ekeland's principle; Hamiltonian; Necessary and sufficient condition; Stochastic near optimal control; function

Indexed keywords

CONTROL SYSTEM ANALYSIS; DIFFERENTIAL EQUATIONS; OPTIMIZATION; STOCHASTIC CONTROL SYSTEMS;

ADJOINT EQUATION; EKELAND'S PRINCIPLE; STOCHASTIC NEAR OPTIMAL CONTROL;

OPTIMAL CONTROL SYSTEMS;

EID: 0032074807     PISSN: 03630129     EISSN: None     Source Type: Journal    
DOI: 10.1137/S0363012996302664     Document Type: Article

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