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

DOI10.1016/j.jfranklin.2018.04.044zbMath1395.93577MaRDI QIDQ1661806

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 control; stochastic functional neutral differential equations; time lag in control

Mathematics Subject Classification ID

93E20: Optimal stochastic control

34K50: Stochastic functional-differential equations

49J15: Existence theories for optimal control problems involving ordinary differential equations

34K35: Control problems for functional-differential equations