Necessary and sufficient conditions for near-optimality of stochastic delay systems
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Publication:5375892
DOI10.1080/00207179.2017.1327725zbMath1397.93239OpenAlexW2613535277MaRDI QIDQ5375892
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Publication date: 17 September 2018
Published in: International Journal of Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207179.2017.1327725
necessary and sufficient conditionsEkeland's variational principleanticipated backward stochastic differential equationsstochastic near-optimal controlstochastic differential delayed equations
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20) Stochastic systems in control theory (general) (93E03)
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