The stochastic maximum principle for optimal control problems of delay systems involving continuous and impulse controls (Q360987)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The stochastic maximum principle for optimal control problems of delay systems involving continuous and impulse controls |
scientific article |
Statements
The stochastic maximum principle for optimal control problems of delay systems involving continuous and impulse controls (English)
0 references
28 August 2013
0 references
stochastic differential delay equation
0 references
anticipated backward stochastic differential equation
0 references
optimal control
0 references
maximum principle
0 references
impulse control
0 references
