Stochastic optimal control under randomly varying distributed delays
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Publication:4371315
DOI10.1080/002071797223271zbMath0890.93082OpenAlexW2147720323MaRDI QIDQ4371315
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Publication date: 1 July 1998
Published in: International Journal of Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/002071797223271
Optimal stochastic control (93E20) Linear-quadratic optimal control problems (49N10) Stochastic functional-differential equations (34K50)
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