Maximum principle for near-optimality of stochastic delay control problem
DOI10.1186/s13662-017-1155-9zbMath1422.93190OpenAlexW2600331279WikidataQ59526226 ScholiaQ59526226MaRDI QIDQ1628658
Publication date: 4 December 2018
Published in: Advances in Difference Equations (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1186/s13662-017-1155-9
maximum principleEkeland's variational principlestochastic differential delay equationnear-optimal control
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20) Stochastic functional-differential equations (34K50) Optimality conditions for problems involving randomness (49K45) Existence of optimal solutions to problems involving randomness (49J55)
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Cites Work
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