The stochastic maximum principle for optimal control problems of delay systems involving continuous and impulse controls (Q360987): Difference between revisions
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Revision as of 11:16, 21 February 2024
scientific article
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| English | The stochastic maximum principle for optimal control problems of delay systems involving continuous and impulse controls |
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The stochastic maximum principle for optimal control problems of delay systems involving continuous and impulse controls (English)
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28 August 2013
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stochastic differential delay equation
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anticipated backward stochastic differential equation
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optimal control
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maximum principle
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impulse control
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