A general maximum principle for optimal control of stochastic differential delay systems (Q6663103)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7966987
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A general maximum principle for optimal control of stochastic differential delay systems |
scientific article; zbMATH DE number 7966987 |
Statements
A general maximum principle for optimal control of stochastic differential delay systems (English)
0 references
14 January 2025
0 references
stochastic differential delay systems
0 references
general maximum principle
0 references
backward stochastic Volterra integral equations
0 references
second-order adjoint equations
0 references
nonconvex control domain
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.8870775699615479
0 references
0.8868539929389954
0 references
0.8862375020980835
0 references
