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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| Date: | 2006 |
|---|---|
| Main Author: | |
| Format: | Article |
| Language: | English |
| Published: |
Інститут математики НАН України
2006
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| Online Access: | https://nasplib.isofts.kiev.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. |
Institution
Digital Library of Periodicals of National Academy of Sciences of Ukraine| _version_ | 1862745620885798912 |
|---|---|
| author | Agayeva, Ch.A. |
| author_facet | Agayeva, Ch.A. |
| citation_txt | 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. |
| collection | DSpace DC |
| description | 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.
|
| first_indexed | 2025-12-07T20:41:22Z |
| format | Article |
| fulltext | |
| id | nasplib_isofts_kiev_ua-123456789-4436 |
| institution | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| issn | 0321-3900 |
| language | English |
| last_indexed | 2025-12-07T20:41:22Z |
| publishDate | 2006 |
| publisher | Інститут математики НАН України |
| record_format | dspace |
| spelling | Agayeva, Ch.A. 2009-11-10T14:47:43Z 2009-11-10T14:47:43Z 2006 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. 0321-3900 https://nasplib.isofts.kiev.ua/handle/123456789/4436 519.21 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. en Інститут математики НАН України Stochastic optimal control problem with delay Article published earlier |
| spellingShingle | Stochastic optimal control problem with delay Agayeva, Ch.A. |
| title | Stochastic optimal control problem with delay |
| title_full | Stochastic optimal control problem with delay |
| title_fullStr | Stochastic optimal control problem with delay |
| title_full_unstemmed | Stochastic optimal control problem with delay |
| title_short | Stochastic optimal control problem with delay |
| title_sort | stochastic optimal control problem with delay |
| url | https://nasplib.isofts.kiev.ua/handle/123456789/4436 |
| work_keys_str_mv | AT agayevacha stochasticoptimalcontrolproblemwithdelay |