Necessary and sufficient conditions for near-optimality of stochastic delay systems (Q5375892)

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scientific article; zbMATH DE number 6937691
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    Necessary and sufficient conditions for near-optimality of stochastic delay systems
    scientific article; zbMATH DE number 6937691

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      Necessary and sufficient conditions for near-optimality of stochastic delay systems (English)
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      17 September 2018
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      stochastic near-optimal control
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      necessary and sufficient conditions
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      stochastic differential delayed equations
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      anticipated backward stochastic differential equations
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      Ekeland's variational principle
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