A general maximum principle for optimal control of stochastic differential delay systems (Q6663103)
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scientific article; zbMATH DE number 7966987
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A general maximum principle for optimal control of stochastic differential delay systems |
scientific article; zbMATH DE number 7966987 |
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A general maximum principle for optimal control of stochastic differential delay systems (English)
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14 January 2025
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stochastic differential delay systems
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general maximum principle
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backward stochastic Volterra integral equations
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second-order adjoint equations
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nonconvex control domain
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