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