Near optimality conditions in stochastic control of jump diffusion processes

Systems and Control Letters

Volumn 60, Issue 11, 2011, Pages 907-916

  Chighoub, Farid ^a   Mezerdi, Brahim ^a  

^a UNIVERSITY OF BISKRA   (Algeria)

Author keywords

Adjoint process; Diffusion with jumps; Maximum principle; Near optimal control

Indexed keywords

ADJOINTS; CONTROL VARIABLE; DIFFUSION WITH JUMPS; EKELAND'S VARIATIONAL PRINCIPLE; JUMP-DIFFUSION PROCESS; NEAR OPTIMALITY; NEAR-OPTIMAL CONTROL; STABILITY RESULTS; STOCHASTIC CONTROL; SUFFICIENT CONDITIONS;

DIFFUSION; OPTIMIZATION; VARIATIONAL TECHNIQUES;

PROCESS CONTROL;

EID: 80053379326     PISSN: 01676911     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.sysconle.2011.07.009     Document Type: Article

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