Maximum principle for near-optimality of stochastic delay control problem (Q1628658)
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scientific article; zbMATH DE number 6988949
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Maximum principle for near-optimality of stochastic delay control problem |
scientific article; zbMATH DE number 6988949 |
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Maximum principle for near-optimality of stochastic delay control problem (English)
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4 December 2018
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maximum principle
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near-optimal control
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stochastic differential delay equation
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Ekeland's variational principle
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