Near-optimal controls of two-time scale functional diffusion systems

DOI10.1016/J.SPA.2026.104998MaRDI QIDQ7287466zbMATH OpenFDO

Authors Yihao Sheng, Fuke Wu, George Yin, Xiaofeng Zong

Publication date 24 June 2026

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.SPA.2026.104998

Mathematics Subject Classification ID

Stochastic functional-differential equations (34K50) Existence theories for optimal control problems involving ordinary differential equations (49J15) Existence of optimal solutions to problems involving randomness (49J55) Diffusion processes (60J60) Delay control/observation systems (93C43) Optimal stochastic control (93E20)

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