Sufficient maximum principle for stochastic optimal control problems with general delays
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Publication:2115257
DOI10.1007/s10957-021-01987-9zbMath1485.93644OpenAlexW4210646296MaRDI QIDQ2115257
Publication date: 15 March 2022
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10957-021-01987-9
Optimal stochastic control (93E20) Applications of stochastic analysis (to PDEs, etc.) (60H30) Control problems for functional-differential equations (34K35)
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