Necessary and sufficient conditions for near-optimality of stochastic delay systems (Q5375892)
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scientific article; zbMATH DE number 6937691
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Necessary and sufficient conditions for near-optimality of stochastic delay systems |
scientific article; zbMATH DE number 6937691 |
Statements
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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