Stochastic maximum principle for optimal control problems with mixed delays and noisy observations

DOI10.1016/j.ejcon.2024.101073zbMath1542.93417MaRDI QIDQ6607505

Heping Ma, Yu Shi

Publication date: 18 September 2024

Published in: European Journal of Control (Search for Journal in Brave)

zbMATH Keywords

stochastic differential equationstochastic maximum principleadjoint equationsmixed delaysnoisy observations

Mathematics Subject Classification ID

Control/observation systems governed by functional-differential equations (93C23) Optimal stochastic control (93E20) Stochastic functional-differential equations (34K50) Delay control/observation systems (93C43)

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