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

DOI10.1016/J.JFRANKLIN.2018.04.044zbMATH Open1395.93577OpenAlexW2806665471WikidataQ129750647 ScholiaQ129750647MaRDI QIDQ1661806FDOQ1661806

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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Cited In (4)

• On stability of neutral-type linear stochastic time-delay systems with three different delays
• Optimal control \& dynamical aspects of a stochastic pine wilt disease model
• Title not available (Why is that?)
• Existence and stability of solutions to neutral conformable stochastic functional differential equations

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