Stochastic near-optimal singular controls for jump diffusions: Necessary and sufficient conditions

Journal of Dynamical and Control Systems

Volumn 19, Issue 4, 2013, Pages 503-517

  Hafayed, Mokhtar ^a   Abbas, Syed ^b  

^a UNIVERSITY OF BISKRA   (Algeria)

^b INDIAN INSTITUTE OF TECHNOLOGY MANDI   (India)

Author keywords

Convex perturbation; Ekeland's variational principle; Jump processes; Near optimal necessary and sufficient conditions; Singular stochastic control

Indexed keywords

CONVEX PERTURBATION; EKELAND'S VARIATIONAL PRINCIPLE; JUMP PROCESS; NEAR-OPTIMAL; SINGULAR STOCHASTIC CONTROL;

HAMILTONIANS; MARKOV PROCESSES; OPTIMIZATION; STOCHASTIC SYSTEMS; VARIATIONAL TECHNIQUES;

STOCHASTIC CONTROL SYSTEMS;

EID: 84887246584     PISSN: 10792724     EISSN: 15738698     Source Type: Journal    
DOI: 10.1007/s10883-013-9191-6     Document Type: Article

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