16 citations · 17 across the 4 of their papers we have counts for
4 papers
Ergodic maximum principle for stochastic systems
Carlo Orrieri, Gianmario Tessitore, Petr Veverka
We present a version of the stochastic maximum principle (SMP) for ergodic control problems. In particular we give necessary (and sufficient) conditions for optimality for controll…
Necessary stochastic maximum principle for dissipative systems on infinite time horizon
Carlo Orrieri, Petr Veverka
We develop a necessary stochastic maximum principle for a finite-dimensional stochastic control problem in infinite horizon under a polynomial growth and joint monotonicity assumpt…
On Necessary and Sufficient Conditions for Near-Optimal Singular Stochastic Controls
Mokhtar Hafayed, Syed Abbas, Petr Veverka
This paper is concerned with necessary and sufficient conditions for near-optimal singular stochastic controls for systems driven by a nonlinear stochastic differential equations (…
Sufficient Stochastic Maximum Principle for Discounted Control Problem
Bohdan Maslowski, Petr Veverka
In this article, the sufficient Pontryagin's maximum principle for infinite horizon discounted stochastic control problem is established. The sufficiency is ensured by an additiona…