Maximum principle for optimal control problem of stochastic delay differential equations driven by fractional Brownian motions (Q2800470)
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scientific article; zbMATH DE number 6569543
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Maximum principle for optimal control problem of stochastic delay differential equations driven by fractional Brownian motions |
scientific article; zbMATH DE number 6569543 |
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Maximum principle for optimal control problem of stochastic delay differential equations driven by fractional Brownian motions (English)
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15 April 2016
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fractional Brownian motions
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controlled delay system
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Stratonovich integral
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Ekeland's principle
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