Stochastic maximum principle for control systems with time-varying delay (Q6590425)
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scientific article; zbMATH DE number 7899415
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic maximum principle for control systems with time-varying delay |
scientific article; zbMATH DE number 7899415 |
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Stochastic maximum principle for control systems with time-varying delay (English)
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21 August 2024
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maximum principle
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time-varying delay
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anticipated backward stochastic differential equations
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linear quadratic optimal control
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