Stochastic optimal control problem with delay (Q5430664)
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scientific article; zbMATH DE number 5220375
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|---|---|---|---|
| default for all languages | No label defined |
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| English | Stochastic optimal control problem with delay |
scientific article; zbMATH DE number 5220375 |
Statements
16 December 2007
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stochastic differential equation
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delay
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stochastic optimal control
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maximum principle
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needle-shaped variation
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Ekeland variational principle
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0.9352202415466307
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0.920903205871582
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0.8872470259666443
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