On Near-Optimal Mean-Field Stochastic Singular Controls: Necessary and Sufficient Conditions for Near-Optimality.
Mokhtar HafayedSyed AbbasPublished in: J. Optim. Theory Appl. (2014)
Keyphrases
- sufficient conditions
- asymptotic optimality
- fixed point
- exponential stability
- asymptotic stability
- markov random field
- stochastic control
- belief networks
- linear systems
- linear complementarity problem
- lyapunov krasovskii functional
- lower bound
- optimal solution
- asymptotically optimal
- stationary policies
- markov networks
- optimal policy
- equilibrium point
- genetic algorithm