Necessary condition for some singular stochastic control systems with variable delay

MaRDI QIDQ3077816zbMATH OpenFDO

Authors Nilgun Morali, Ch. A. Agayeva

Publication date 22 February 2011

zbMATH Keywords

admissible controlsnecessary conditions of optimalityoptimal control problemsingular controlsstochastic control problemstochastic differential equations with variable delay

Mathematics Subject Classification ID

Optimality conditions for problems involving randomness (49K45) Optimal stochastic control (93E20)

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