Optimal control of stochastic functional neutral differential equations with time lag in control

DOI10.1016/J.JFRANKLIN.2018.04.044MaRDI QIDQ1661806zbMATH OpenOpenAlexWikidataFDO

Authors Y. Aharonov

Publication date 17 August 2018

Published in Journal of the Franklin Institute (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jfranklin.2018.04.044

zbMATH Keywords

optimal controlstochastic functional neutral differential equationstime lag in control

Mathematics Subject Classification ID

Control problems for functional-differential equations (34K35) Stochastic functional-differential equations (34K50) Existence theories for optimal control problems involving ordinary differential equations (49J15) Optimal stochastic control (93E20)

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Cites work

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• Linear Functional Differential Equations as Semigroups on Product Spaces
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• On neutral functional differential equations with nonatomic difference operator
• Second order parabolic Hamilton-Jacobi-Bellman equations in Hilbert spaces and stochastic control: \(L^{2}_{\mu}\) approach
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Cited in

(5)

• Optimal control \& dynamical aspects of a stochastic pine wilt disease model
• Existence and stability of solutions to neutral conformable stochastic functional differential equations
• Quadratic control problem of neutral Ornstein-Uhlenbeck processes with control delays
• On stability of neutral-type linear stochastic time-delay systems with three different delays
• scientific article; zbMATH DE number 3849945 (Why is no real title available?)

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