The near-optimal maximum principle of impulse control for stochastic recursive system

Keyphrases

• Near-optimal 100%
• Maximum Principle 100%
• Impulse Control 100%
• Recursive Systems 100%
• Near-optimality 66%
• Cost Functional 33%
• Near-optimal Control 33%
• Variational Analysis 33%
• Ekeland's Variational 33%
• Forward-backward Stochastic Differential Equations 33%
• Impulse Control Problem 33%
• Ekeland's Principle 33%
• Stopping Time 33%
• Regular Control 33%
• Stochastic Impulse Control 33%
• Control Component 33%
• First-principles Analysis 33%

Mathematics

• Optimality 100%
• Stochastics 100%
• Necessary and Sufficient Condition 50%
• Control Problems 50%
• Stochastic Differential Equation 50%
• stopping time τ 50%
• Optimal Control Theory 50%
• Variational Analysis 50%