Stochastic maximum principle for optimal continuous and impulse controls of infinite horizon delay system (Q6635203)
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scientific article; zbMATH DE number 7940990
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic maximum principle for optimal continuous and impulse controls of infinite horizon delay system |
scientific article; zbMATH DE number 7940990 |
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Stochastic maximum principle for optimal continuous and impulse controls of infinite horizon delay system (English)
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9 November 2024
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stochastic differential delay equation
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backward stochastic differential equation
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stochastic optimal control
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maximum principle
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impulse control
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