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

页码：1209 / 1221

页数：13