Stochastic optimal control problem with delay

A stochastic optimal control problem with variable delay on phase and on control is considered. The maximum principle for a nonlinear stochastic control system with controlled diffussion coeffcient is proved.

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Bibliographic Details
Date:2006
Main Author: Agayeva, Ch.A.
Format: Article
Language:English
Published: Інститут математики НАН України 2006
Online Access:http://dspace.nbuv.gov.ua/handle/123456789/4436
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Journal Title:Digital Library of Periodicals of National Academy of Sciences of Ukraine
Cite this:Stochastic optimal control problem with delay / Ch.A. Agayeva // Theory of Stochastic Processes. — 2006. — Т. 12 (28), № 1-2. — С. 3–11. — Бібліогр.: 7 назв.— англ.

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Digital Library of Periodicals of National Academy of Sciences of Ukraine