Stochastic maximum principle for moving average control system
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Publication:6139621
DOI10.1002/OCA.3059OpenAlexW4387427975MaRDI QIDQ6139621
Yuhang Li, Yuecai Han, Yanwei Gao
Publication date: 19 January 2024
Published in: Optimal Control Applications and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/oca.3059
maximum principlelinear quadratic optimal controlintegral differential equationsmoving average control system
Integro-ordinary differential equations (45J05) Optimal stochastic control (93E20) Linear-quadratic optimal control problems (49N10)
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