On one stochastic optimal control problem with variable delay
A stochastic optimal control problem with variable delays in control is considered. The maximum principle for nonlinear stochastic control system with constrains in the right end of trajectory is proved.
Saved in:
| Date: | 2007 |
|---|---|
| Main Author: | |
| Format: | Article |
| Language: | English |
| Published: |
Інститут математики НАН України
2007
|
| Online Access: | http://dspace.nbuv.gov.ua/handle/123456789/4471 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Journal Title: | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| Cite this: | On one stochastic optimal control problem with variable delay / C. Agayeva // Theory of Stochastic Processes. — 2007. — Т. 13 (29), № 1-2. — С. 1-12. — Бібліогр.: 7 назв.— англ. |