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Stochastic maximum principle for moving average control system - MaRDI portal

Stochastic maximum principle for moving average control system (Q6139621)

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scientific article; zbMATH DE number 7791500
Language Label Description Also known as
English
Stochastic maximum principle for moving average control system
scientific article; zbMATH DE number 7791500

    Statements

    title
    Stochastic maximum principle for moving average control system (English)
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    author
    Yuhang Li
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    Yuecai Han
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    Yanwei Gao
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    publication date
    19 January 2024
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    zbMATH Keywords
    integral differential equations
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    linear quadratic optimal control
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    maximum principle
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    moving average control system
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    cites work

    Identifiers

    Mathematics Subject Classification ID
    93E20
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    49N10
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    45J05
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    zbMATH DE Number
    7791500
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    OpenAlex ID
    W4387427975
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    DOI
    10.1002/OCA.3059
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