scientific article; zbMATH DE number 7295375

DOI10.13413/J.CNKI.JDXBLXB.2019396MaRDI QIDQ3385874zbMATH OpenFDO

Authors Jie Xu, Xianrui Lv

Publication date 14 January 2021

Full work available at URL https://doi.org/10.13413/J.CNKI.JDXBLXB.2019396

zbMATH Keywords

doubly stochastic differential equationmaximum principleoptimal controltime delay

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Control/observation systems governed by ordinary differential equations (93C15) Delay control/observation systems (93C43) Optimal stochastic control (93E20)

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Cited in

(5)

• Stochastic maximum principle for delayed backward doubly stochastic control systems
• scientific article; zbMATH DE number 7338520 (Why is no real title available?)
• Maximum principles for backward doubly stochastic systems with jumps and applications
• Stochastic maximum principle for delayed doubly stochastic control systems and their applications
• Stochastic maximum principle for control systems with time-varying delay

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