Maximum principle for near-optimality of stochastic delay control problem (Q1628658)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Maximum principle for near-optimality of stochastic delay control problem |
scientific article |
Statements
Maximum principle for near-optimality of stochastic delay control problem (English)
0 references
4 December 2018
0 references
maximum principle
0 references
near-optimal control
0 references
stochastic differential delay equation
0 references
Ekeland's variational principle
0 references
