About: On necessary and sufficient conditions for near-optimal singular stochastic controls

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rdf:type	skos:Concept http://linked.opendata.cz/ontology/domain/vavai/Vysledek
rdfs:seeAlso	http://link.springer.com/article/10.1007/s11590-012-0484-6
Description	In this paper we discuss the necessary and sufficient conditions for near-optimal singular stochastic controls for the systems driven by a nonlinear stochastic differential equations (SDEs in short). The proof of our result is based on Ekeland's variational principle and some delicate estimates of the state and adjoint processes. It is well known that optimal singular controls may fail to exist even in simple cases. This justifies the use of near-optimal singular controls, which exist under minimal conditions and are sufficient in most practical cases. Moreover, since there are many near-optimal singular controls, it is possible to choose suitable ones, that are convenient for implementation. This result is a generalization of Zhou's stochastic maximum principle for near-optimality to singular control problem. In this paper we discuss the necessary and sufficient conditions for near-optimal singular stochastic controls for the systems driven by a nonlinear stochastic differential equations (SDEs in short). The proof of our result is based on Ekeland's variational principle and some delicate estimates of the state and adjoint processes. It is well known that optimal singular controls may fail to exist even in simple cases. This justifies the use of near-optimal singular controls, which exist under minimal conditions and are sufficient in most practical cases. Moreover, since there are many near-optimal singular controls, it is possible to choose suitable ones, that are convenient for implementation. This result is a generalization of Zhou's stochastic maximum principle for near-optimality to singular control problem. (en)
Title	On necessary and sufficient conditions for near-optimal singular stochastic controls On necessary and sufficient conditions for near-optimal singular stochastic controls (en)
skos:prefLabel	On necessary and sufficient conditions for near-optimal singular stochastic controls On necessary and sufficient conditions for near-optimal singular stochastic controls (en)
skos:notation	RIV/68407700:21340/13:00199022!RIV14-MSM-21340___
http://linked.open...avai/predkladatel	Fakulta jaderná a fyzikálně inženýrská
http://linked.open...avai/riv/aktivita	P S
http://linked.open...avai/riv/aktivity	P(LG12020), S
http://linked.open...iv/cisloPeriodika	7
http://linked.open...vai/riv/dodaniDat	2014
http://linked.open...aciTvurceVysledku	Veverka, Petr
http://linked.open.../riv/druhVysledku	J - Článek v odborném periodiku
http://linked.open...iv/duvernostUdaju	S - Úplné a pravdivé údaje nepodléhající ochraně podle zvláštních právních předpisů
http://linked.open...titaPredkladatele	České vysoké učení technické v Praze / Fakulta jaderná a fyzikálně inženýrská
http://linked.open...dnocenehoVysledku	93758
http://linked.open...ai/riv/idVysledku	RIV/68407700:21340/13:00199022
http://linked.open...riv/jazykVysledku	eng - angličtina
http://linked.open.../riv/klicovaSlova	Near-optimal singular stochastic control; Maximum principle; Necessary and sufficient conditions; Ekeland's variational principle (en)
http://linked.open.../riv/klicoveSlovo	Maximum principle Ekeland's variational principle Near-optimal singular stochastic control Necessary and sufficient conditions
http://linked.open...odStatuVydavatele	DE - Spolková republika Německo
http://linked.open...ontrolniKodProRIV	[24930FB9632D]
http://linked.open...i/riv/nazevZdroje	Optimization Letters
http://linked.open...in/vavai/riv/obor	BA
http://linked.open...ichTvurcuVysledku	1 (xsd:int)
http://linked.open...cetTvurcuVysledku	3 (xsd:int)
http://linked.open...vavai/riv/projekt	Advanced statistical analysis and non-statistical separation techniques for physical processing detection in data sets sampled by means of elementary particle accelerators.
http://linked.open...UplatneniVysledku	2013
http://linked.open...v/svazekPeriodika	5
http://linked.open...iv/tvurceVysledku	Abbas, S. Veverka, Petr Hafayed, M.
http://linked.open...ain/vavai/riv/wos	000319475200009
issn	1862-4472
number of pages	18 (xsd:int)
http://bibframe.org/vocab/doi	10.1007/s11590-012-0484-6
http://localhost/t...ganizacniJednotka	21340

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