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

MaRDI QIDQ3540682zbMATH OpenFDO

Authors Cherkez A. Agazyeva

Publication date 24 November 2008

zbMATH Keywords

maximum principlecontrolled stochastic systemsEkland's variational principle

Mathematics Subject Classification ID

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

Recommendations

• On one stochastic optimal control problem with control delay
• On one stochastic optimal control problem with variable delay
• Maximum principle for one kind of stochastic delay optimal control problem with state constraint
• Stochastic optimal control problem with delay
• scientific article; zbMATH DE number 5220409

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

This page was built for publication: A necessary condition for one stochastic optimal control problem with constant delay on control and state

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3540682)