论文标题
随机的近最佳控制：添加剂，乘法，非马尔可夫和应用
Stochastic near-optimal control: additive, multiplicative, non-Markovian and applications
论文作者
论文摘要
在这项调查中，我们根据文献中的一些工具介绍了近乎最佳的随机控制问题。特别是，我们专注于噪声值离散化而不是规范时间差异化的方法。这是所谓的{\ it骨架}结构。这允许在非马克维亚系统（主要定理）中获得$ε$最佳控制。一个简单的例子说明了技术。在关于与更多几何框架和不连续噪声有关的开放问题的最后一部分中强调了该方法的重要性。
In this survey we present the near-optimal stochastic control problem according to some recent tools in the literature. In particular, we focus on the approach of a discretization of the noise values instead of the canonical time-discretization. This is the so called {\it skeleton} structure. This allows to obtain an $ε$-optimal control in non-Markovian systems (the main Theorem). A simple example illustrates the technique. The importance of the approach is emphasised in a final section on open problems related to more geometrical framework and discontinuous noise.
