A maximum principle for discrete-time stochastic optimal control problemE20 with delay

DOI10.1016/j.sysconle.2023.105631zbMath1530.93543OpenAlexW4387092558MaRDI QIDQ6069653

Bozhang Dong, Tianyang Nie, Zhen Wu

Publication date: 14 November 2023

Published in: Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.sysconle.2023.105631

zbMATH Keywords

maximum principlediscrete-time systemadjoint operatorstochastic difference delayed equation

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Optimal stochastic control (93E20) Stochastic functional-differential equations (34K50)

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