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

Mokhtar Hafayed Syed Abbas Petr Veverka

Published in: Optim. Lett. (2013)

Keyphrases

sufficient conditions
asymptotic stability
fixed point
lyapunov function
exponential stability
stochastic control
linear complementarity problem
lyapunov krasovskii functional
neural network
objective function
artificial neural networks
linear systems
efficiently computable
digital straight lines