Stochastic maximum principle for delayed backward doubly stochastic control systems (Q4631804)
From MaRDI portal
scientific article; zbMATH DE number 7046286
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic maximum principle for delayed backward doubly stochastic control systems |
scientific article; zbMATH DE number 7046286 |
Statements
Stochastic maximum principle for delayed backward doubly stochastic control systems (English)
0 references
23 April 2019
0 references
stochastic maximum principle
0 references
doubly stochastic differential equation
0 references
time delay
0 references
optimal control
0 references
0 references
0 references
0 references
0 references
