Necessary and sufficient conditions of risk‐sensitive optimal control and differential games for stochastic differential delayed equations (Q5241773)
From MaRDI portal
scientific article; zbMATH DE number 7125450
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Necessary and sufficient conditions of risk‐sensitive optimal control and differential games for stochastic differential delayed equations |
scientific article; zbMATH DE number 7125450 |
Statements
Necessary and sufficient conditions of risk‐sensitive optimal control and differential games for stochastic differential delayed equations (English)
0 references
1 November 2019
0 references
risk-sensitive optimal control and differential game
0 references
stochastic differential delayed equation
0 references
stochastic maximum principle
0 references
