Necessary condition for some singular stochastic control systems with variable delay (Q3077816)
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scientific article; zbMATH DE number 5855909
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| English | Necessary condition for some singular stochastic control systems with variable delay |
scientific article; zbMATH DE number 5855909 |
Statements
22 February 2011
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stochastic differential equations with variable delay
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optimal control problem
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stochastic control problem
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necessary conditions of optimality
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admissible controls
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singular controls
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0.903800368309021
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0.8920105695724487
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0.8912901878356934
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