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A maximum principle for discrete delayed stochastic control system driven by fractional noise - MaRDI portal

A maximum principle for discrete delayed stochastic control system driven by fractional noise

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Publication:6667653

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DOI10.1007/s10883-024-09720-1MaRDI QIDQ6667653

Chunyang Liu, Zheng Li

Publication date: 20 January 2025

Published in: Journal of Dynamical and Control Systems (Search for Journal in Brave)

zbMATH Keywords

stochastic maximum principle fractional noise discrete delayed stochastic control system

Mathematics Subject Classification ID

Linear-quadratic optimal control problems (49N10) Existence of optimal solutions to problems involving randomness (49J55)

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