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

zbMATH Open1149.93035MaRDI QIDQ3540682FDOQ3540682

Authors: 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 (7)

• Necessary and sufficient conditions for near-optimality of stochastic delay systems
• Necessary optimality conditions of the second oder in a stochastic optimal control problem with delay argument
• On one stochastic optimal control problem with control delay
• Stochastic optimal control problem with delay
• Maximum principle for one kind of stochastic delay optimal control problem with state constraint
• Necessary condition for some singular stochastic control systems with variable delay
• On one stochastic optimal control problem with variable delay

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