A necessary condition for one stochastic optimal control problem with constant delay on control and state

zbMATH Open1149.93035MaRDI QIDQ3540682FDOQ3540682

Cherkez A. Agazyeva

Publication date: 24 November 2008

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• scientific article; zbMATH DE number 5220409

zbMATH Keywords

maximum principlecontrolled stochastic systemsEkland's variational principle

Mathematics Subject Classification ID

Optimality conditions for problems involving randomness (49K45) Optimal stochastic control (93E20)

Cited In (2)

• Necessary and sufficient conditions for near-optimality of stochastic delay systems
• On one stochastic optimal control problem with control delay

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