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Stochastic maximum principle for delayed doubly stochastic control systems and their applications - MaRDI portal

Stochastic maximum principle for delayed doubly stochastic control systems and their applications (Q5113301)

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scientific article; zbMATH DE number 7208073
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Stochastic maximum principle for delayed doubly stochastic control systems and their applications
scientific article; zbMATH DE number 7208073

    Statements

    Stochastic maximum principle for delayed doubly stochastic control systems and their applications (English)
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    4 June 2020
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    stochastic maximum principle
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    doubly stochastic differential equation
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    delay system
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    optimal control
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