Maximum principle for an optimal control problem associated to a stochastic variational inequality with delay (Q2515877)
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scientific article; zbMATH DE number 6471490
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| English | Maximum principle for an optimal control problem associated to a stochastic variational inequality with delay |
scientific article; zbMATH DE number 6471490 |
Statements
Maximum principle for an optimal control problem associated to a stochastic variational inequality with delay (English)
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7 August 2015
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optimal control
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SDEs with delay
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time-advanced backward stochastic differential equations
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stochastic variational inequalities
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0.8486011028289795
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0.847341001033783
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0.8461893200874329
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0.84576416015625
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0.8440754413604736
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