Stochastic optimal control problem of constrained switching system with delay (Q5279342)
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scientific article; zbMATH DE number 6749728
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic optimal control problem of constrained switching system with delay |
scientific article; zbMATH DE number 6749728 |
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Stochastic optimal control problem of constrained switching system with delay (English)
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19 July 2017
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stochastic control system
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differential equation with delay
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switching system
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switching law
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optimal control problem
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maximum principle
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