The delayed doubly stochastic linear quadratic optimal control problem
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Publication:778655
DOI10.1155/2020/2759580zbMath1459.93189OpenAlexW3033710899MaRDI QIDQ778655
Publication date: 3 July 2020
Published in: Mathematical Problems in Engineering (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2020/2759580
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20) Linear-quadratic optimal control problems (49N10) Stochastic functional-differential equations (34K50) Optimality conditions for problems involving randomness (49K45)
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