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

被引：4
作者：
Li, Ruijing [1 ]
Liu, Bin [1 ]
机构：
[1] Huazhong Univ Sci & Technol, Sch Math & Stat, Wuhan 430074, Hubei, Peoples R China
来源：
ASIAN JOURNAL OF CONTROL | 2015年 / 17卷 / 04期
关键词：
Stochastic near-optimal control; singular control; mean-field SDE; adjoint equation; Ekeland's principle; MAXIMUM PRINCIPLE; SYSTEMS;
D O I：
10.1002/asjc.954
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
We consider the near-optimal control problems for mean-field singular stochastic systems, where the control domain is non-convex. By virtue of Ekeland's principle and some estimates on the state and adjoint processes, necessary and sufficient conditions for near-optimality are established in the mean-field framework. As an application, an example is presented to demonstrate the results.
引用
收藏
页码：1209 / 1221
页数：13
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