Maximum principle for delayed stochastic linear-quadratic control problem with state constraint

DOI10.1155/2013/964765zbMath1397.93241DBLPjournals/jam/Zhang13dOpenAlexW2151539737WikidataQ59007222 ScholiaQ59007222MaRDI QIDQ1791411

Feng Zhang

Publication date: 10 October 2018

Published in: Journal of Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2013/964765

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20) Linear-quadratic optimal control problems (49N10)

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