On one stochastic optimal control problem with control delay

MaRDI QIDQ3642994zbMATH OpenFDO

Authors Ch. A. Agayeva

Publication date 10 November 2009

Mathematics Subject Classification ID

Optimality conditions for problems involving randomness (49K45) Control/observation systems governed by functional-differential equations (93C23) Optimal stochastic control (93E20)

Recommendations

• A necessary condition for one stochastic optimal control problem with constant delay on control and state
• Stochastic optimal control problem with delay
• On one stochastic optimal control problem with variable delay
• scientific article; zbMATH DE number 5220409
• Maximum principle for one kind of stochastic delay optimal control problem with state constraint

Cited in

(10)

• Optimal control problems for stochastic delay evolution equations in Banach spaces
• A necessary condition for one stochastic optimal control problem with constant delay on control and state
• scientific article; zbMATH DE number 3983057 (Why is no real title available?)
• Errata to: ``Stochastic optimal control with delay in the control. I: Solving the HJB equation through partial smoothing and ``Stochastic optimal control with delay in the control. II: Verification theorem and optimal feedbacks
• On one stochastic optimal control problem with variable delay
• Stochastic Optimal Control with Delay in the Control I: Solving the HJB Equation through Partial Smoothing
• Stochastic optimal control with delay in the control. II: Verification theorem and optimal feedbacks
• Stochastic optimal control problem with delay
• scientific article; zbMATH DE number 5220409 (Why is no real title available?)
• Stochastic control problems with delay

This page was built for publication: On one stochastic optimal control problem with control delay

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3642994)