Maximum principle for optimal control of neutral stochastic functional differential systems (Q889818): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Changed an Item
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Q5493419 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Control of Functional Differential Equations of Retarded and Neutral Type to Target Sets in Function Space / rank
 
Normal rank
Property / cites work
 
Property / cites work: Théorie probabiliste du contrôle des diffusions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Linear Quadratic Optimal Stochastic Control with Random Coefficients / rank
 
Normal rank
Property / cites work
 
Property / cites work: An Introductory Approach to Duality in Optimal Stochastic Control / rank
 
Normal rank
Property / cites work
 
Property / cites work: Efficient heuristics for inventory placement in acyclic networks / rank
 
Normal rank
Property / cites work
 
Property / cites work: Maximum principle for the stochastic optimal control problem with delay and application / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4138551 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Backward Stochastic Differential Equations in Finance / rank
 
Normal rank
Property / cites work
 
Property / cites work: Some Solvable Stochastic Control Problems With Delay / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5685457 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Theory of functional differential equations. 2nd ed / rank
 
Normal rank
Property / cites work
 
Property / cites work: Introduction to functional differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Maximum principle for optimal control of stochastic system of functional type / rank
 
Normal rank
Property / cites work
 
Property / cites work: Delay-Dependent Exponential Stability of Neutral Stochastic Delay Systems / rank
 
Normal rank
Property / cites work
 
Property / cites work: A maximum principle for optimal control problems with neutral functional differential systems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4229393 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3907467 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stability of functional differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Construction of Lyapunov functionals for stochastic hereditary systems: A survey of some recent results / rank
 
Normal rank
Property / cites work
 
Property / cites work: Adapted solution of a backward stochastic nonlinear Volterra integral equation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Quadratic control problem of neutral Ornstein-Uhlenbeck processes with control delays / rank
 
Normal rank
Property / cites work
 
Property / cites work: Exponential stability in mean square of neutral stochastic differential functional equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3159178 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Adapted solution of a backward stochastic differential equation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3996259 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Existence, uniqueness and stability of the solutions to neutral stochastic functional differential equations with infinite delay / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3338046 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Necessary and sufficient conditions of asymptotic mean square stability for stochastic linear difference equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Some New Aspects of Lyapunov-Type Theorems for Stochastic Differential Equations of Neutral Type / rank
 
Normal rank
Property / cites work
 
Property / cites work: Well-posedness and regularity of backward stochastic Volterra integral equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: The stochastic maximum principle for optimal control problems of delay systems involving continuous and impulse controls / rank
 
Normal rank

Latest revision as of 00:39, 11 July 2024

scientific article
Language Label Description Also known as
English
Maximum principle for optimal control of neutral stochastic functional differential systems
scientific article

    Statements

    Maximum principle for optimal control of neutral stochastic functional differential systems (English)
    0 references
    9 November 2015
    0 references
    neutral stochastic functional differential equation
    0 references
    neutral backward stochastic functional equation of Volterra type
    0 references
    stochastic optimal control
    0 references
    Pontryagin maximum principle
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers