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| Main Authors: | , , , |
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| Format: | Preprint |
| Published: |
2025
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| Subjects: | |
| Online Access: | https://arxiv.org/abs/2504.12728 |
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| _version_ | 1866913797337251840 |
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| author | Belyakov, Anton O. Kabanov, Yuri M. Terekhov, Ivan A. Savinov, Maxim M. |
| author_facet | Belyakov, Anton O. Kabanov, Yuri M. Terekhov, Ivan A. Savinov, Maxim M. |
| contents | In this note we consider a problem of stochastic optimal control with the infinite-time horizon. We present analogues of the Seierstad sufficient conditions of overtaking optimality based on the dual variables stochastic described by BSDEs appeared in the Bismut-Pontryagin maximum principle. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2504_12728 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | Seierstad Sufficient Conditions for Stochastic Optimal Control Problems with Infinite Horizon Belyakov, Anton O. Kabanov, Yuri M. Terekhov, Ivan A. Savinov, Maxim M. Optimization and Control In this note we consider a problem of stochastic optimal control with the infinite-time horizon. We present analogues of the Seierstad sufficient conditions of overtaking optimality based on the dual variables stochastic described by BSDEs appeared in the Bismut-Pontryagin maximum principle. |
| title | Seierstad Sufficient Conditions for Stochastic Optimal Control Problems with Infinite Horizon |
| topic | Optimization and Control |
| url | https://arxiv.org/abs/2504.12728 |