Second order necessary conditions of optimality for stochastic systems with variable delay (Q2890714)
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scientific article; zbMATH DE number 6045222
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Second order necessary conditions of optimality for stochastic systems with variable delay |
scientific article; zbMATH DE number 6045222 |
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Second order necessary conditions of optimality for stochastic systems with variable delay (English)
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11 June 2012
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stochastic differential equations with delay
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stochastic control problem
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necessary condition of optimality
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singular controls
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adjoint stochastic differential equations
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