Necessary and sufficient conditions of risk‐sensitive optimal control and differential games for stochastic differential delayed equations
DOI10.1002/RNC.4655zbMath1426.93117OpenAlexW2953773101WikidataQ127593626 ScholiaQ127593626MaRDI QIDQ5241773
Publication date: 1 November 2019
Published in: International Journal of Robust and Nonlinear Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/rnc.4655
stochastic maximum principlestochastic differential delayed equationrisk-sensitive optimal control and differential game
Applications of optimal control and differential games (49N90) Differential games (aspects of game theory) (91A23) Control/observation systems governed by functional-differential equations (93C23) Stochastic functional-differential equations (34K50)
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