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