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Conjugate duality in stochastic controls with delay - MaRDI portal

Conjugate duality in stochastic controls with delay (Q5233199)

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scientific article; zbMATH DE number 7105428
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English
Conjugate duality in stochastic controls with delay
scientific article; zbMATH DE number 7105428

    Statements

    title
    Conjugate duality in stochastic controls with delay (English)
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    author
    Zimeng Wang
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    Huiling Le
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    David J. Hodge
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    publication date
    16 September 2019
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    zbMATH Keywords
    anticipated backward stochastic differential equation
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    conjugate convex function
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    stochastic delay differential equation
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    stochastic maximum principle
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    stochastic optimal control with delay
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    Identifiers

    DOI
    10.1017/apr.2017.32
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    Mathematics Subject Classification ID
    93E20
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    49N15
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    60H07
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    zbMATH DE Number
    7105428
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    OpenAlex ID
    W2748083807
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