A general maximum principle for optimal control of stochastic differential delay systems
type: Item
instance of: scholarly article
title: A general maximum principle for optimal control of stochastic differential delay systems
author: Weijun Meng
author: Jingtao Shi
author: Tianxiao Wang
author: Jifeng Zhang
published in: SIAM Journal on Control and Optimization
publication date: 2025-01-14T00:00:00Z
Mathematics Subject Classification ID: 93E20
Mathematics Subject Classification ID: 60H20
Mathematics Subject Classification ID: 34K50
zbMATH DE Number: 7966987
zbMATH Keywords: stochastic differential delay systems
zbMATH Keywords: general maximum principle
zbMATH Keywords: backward stochastic Volterra integral equations
zbMATH Keywords: second-order adjoint equations
zbMATH Keywords: nonconvex control domain
MaRDI profile type: Publication
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DOI: 10.1137/23M1552024
description: scientific article; zbMATH DE number 7966987