Maximum principle for one kind of stochastic delay optimal control problem with state constraint (Q5017995)
From MaRDI portal
scientific article; zbMATH DE number 7449306
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Maximum principle for one kind of stochastic delay optimal control problem with state constraint |
scientific article; zbMATH DE number 7449306 |
Statements
Maximum principle for one kind of stochastic delay optimal control problem with state constraint (English)
0 references
17 December 2021
0 references
optimal control
0 references
stochastic differential delay equation
0 references
state constraint
0 references
maximum principle
0 references
