Conjugate duality in stochastic controls with delay (Q5233199)
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scientific article; zbMATH DE number 7105428
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Conjugate duality in stochastic controls with delay |
scientific article; zbMATH DE number 7105428 |
Statements
Conjugate duality in stochastic controls with delay (English)
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16 September 2019
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anticipated backward stochastic differential equation
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conjugate convex function
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stochastic delay differential equation
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stochastic maximum principle
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stochastic optimal control with delay
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