Near-optimal control for stochastic recursive problems

Systems and Control Letters

Volumn 60, Issue 3, 2011, Pages 161-168

  Hui, Eddie ^a   Huang, Jianhui ^a   Li, Xun ^a   Wang, Guangchen ^b,c  

^a HONG KONG POLYTECHNIC UNIVERSITY   (Hong Kong)

^b SHANDONG UNIVERSITY   (China)

^c SHANDONG NORMAL UNIVERSITY   (China)

Author keywords

Backward stochastic differential equation; Ekeland's principle; Near optimal; Necessary condition; Sufficient condition

Indexed keywords

BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS; EKELAND'S PRINCIPLE; NEAR-OPTIMAL; NECESSARY CONDITION; SUFFICIENT CONDITIONS;

CONTROL; DIFFERENTIAL EQUATIONS; MEASUREMENT THEORY; OPTIMIZATION;

STOCHASTIC SYSTEMS;

EID: 79952280069     PISSN: 01676911     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.sysconle.2010.10.010     Document Type: Article

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