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Maximum principle for one kind of stochastic delay optimal control problem with state constraint - MaRDI portal

Maximum principle for one kind of stochastic delay optimal control problem with state constraint

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Publication:5017995

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DOI10.1360/012014-63zbMath1488.93189OpenAlexW2317445530MaRDI QIDQ5017995

Publication date: 17 December 2021

Published in: SCIENTIA SINICA Mathematica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1360/012014-63

zbMATH Keywords

optimal control maximum principle state constraint stochastic differential delay equation

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Applications of stochastic analysis (to PDEs, etc.) (60H30)

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