Necessary and sufficient conditions for near-optimality of stochastic delay systems (Q5375892): Difference between revisions

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Latest revision as of 14:34, 16 July 2024

scientific article; zbMATH DE number 6937691
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English
Necessary and sufficient conditions for near-optimality of stochastic delay systems
scientific article; zbMATH DE number 6937691

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    Necessary and sufficient conditions for near-optimality of stochastic delay systems (English)
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    17 September 2018
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    stochastic near-optimal control
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    necessary and sufficient conditions
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    stochastic differential delayed equations
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    anticipated backward stochastic differential equations
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    Ekeland's variational principle
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