Maximum principle for optimal control of neutral stochastic functional differential systems (Q889818): Difference between revisions
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Revision as of 22:40, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Maximum principle for optimal control of neutral stochastic functional differential systems |
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Maximum principle for optimal control of neutral stochastic functional differential systems (English)
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9 November 2015
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neutral stochastic functional differential equation
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neutral backward stochastic functional equation of Volterra type
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stochastic optimal control
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Pontryagin maximum principle
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