Maximum principle for stochastic optimal control problem with distributed delays (Q2154854)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Maximum principle for stochastic optimal control problem with distributed delays |
scientific article |
Statements
Maximum principle for stochastic optimal control problem with distributed delays (English)
0 references
15 July 2022
0 references
distributed delay
0 references
generalized anticipated backward stochastic differential equations
0 references
optimal control
0 references
maximum principle
0 references
0 references
0 references
0 references
0 references
0 references
