A necessary condition for one stochastic optimal control problem with constant delay on control and state (Q3540682)
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scientific article; zbMATH DE number 5372273
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| English | A necessary condition for one stochastic optimal control problem with constant delay on control and state |
scientific article; zbMATH DE number 5372273 |
Statements
24 November 2008
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Ekland's variational principle
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controlled stochastic systems
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maximum principle
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0.9415159821510316
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0.9166075587272644
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0.8889223337173462
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0.8863772749900818
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