On one stochastic optimal control problem with variable delay
The purpose of this paper is to give necessary conditions for the optimality of nonlinear stochastic control systems with variable delay and with constraint on the right end of a trajectory. The necessary optimality conditions in the form of a stochastic analogy of the maximum principle are obtained...
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| Datum: | 2007 |
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| Hauptverfasser: | , |
| Format: | Artikel |
| Sprache: | English |
| Veröffentlicht: |
Інститут математики НАН України
2007
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| Online Zugang: | http://dspace.nbuv.gov.ua/handle/123456789/4501 |
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| Назва журналу: | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| Zitieren: | On one stochastic optimal control problem with variable delay / Ch.A. Agayeva, J.J. Allahverdiyeva // Theory of Stochastic Processes. — 2007. — Т. 13 (29), № 3. — С. 3–11. — Бібліогр.: 6 назв.— англ. |