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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.
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| Format: | Article |
| Language: | English |
| Published: |
Інститут математики НАН України
2007
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| Online Access: | http://dspace.nbuv.gov.ua/handle/123456789/4471 |
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| Summary: | 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. |
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