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math.OC2011★ 16 cited
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 (…
math.OC2011★ 1 cited
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…