Stochastic maximum principle for optimal control problems with mixed delays and noisy observations (Q6607505)
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scientific article; zbMATH DE number 7915316
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic maximum principle for optimal control problems with mixed delays and noisy observations |
scientific article; zbMATH DE number 7915316 |
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Stochastic maximum principle for optimal control problems with mixed delays and noisy observations (English)
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18 September 2024
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stochastic maximum principle
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mixed delays
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noisy observations
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stochastic differential equation
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adjoint equations
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