Near-Optimality in Stochastic Control of Predator-Pray System with Markov Switching
2013 ◽
Vol 319
◽
pp. 558-561
Keyword(s):
In this paper, we introduce a stochastic predator-pray system with Markov switching. We establish the necessary conditions of near-optimal control for this system. The proof of the main results are based on Ito's formula, Ekeland's variational principle and some estimates on the state and the adjoint process with respect to the control variable.
2013 ◽
Vol 694-697
◽
pp. 2153-2156
2013 ◽
Vol 300-301
◽
pp. 627-630
2018 ◽
Vol 52
(5)
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pp. 1617-1650
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Error Estimates of Mixed Methods for Optimal Control Problems Governed by General Elliptic Equations
2016 ◽
Vol 8
(6)
◽
pp. 1050-1071
◽
2016 ◽
Vol 36
(2)
◽
pp. 131
1987 ◽
Vol 8
(3)
◽
pp. 261-271
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