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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| Datum: | 2006 |
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| 1. Verfasser: | |
| Format: | Artikel |
| Sprache: | English |
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Інститут математики НАН України
2006
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| Online Zugang: | https://nasplib.isofts.kiev.ua/handle/123456789/4436 |
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| Назва журналу: | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| Zitieren: | 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| id |
nasplib_isofts_kiev_ua-123456789-4436 |
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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 |
| institution |
Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| collection |
DSpace DC |
| title |
Stochastic optimal control problem with delay |
| spellingShingle |
Stochastic optimal control problem with delay Agayeva, Ch.A. |
| title_short |
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_sort |
stochastic optimal control problem with delay |
| author |
Agayeva, Ch.A. |
| author_facet |
Agayeva, Ch.A. |
| publishDate |
2006 |
| language |
English |
| publisher |
Інститут математики НАН України |
| format |
Article |
| 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.
|
| issn |
0321-3900 |
| url |
https://nasplib.isofts.kiev.ua/handle/123456789/4436 |
| 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. |
| work_keys_str_mv |
AT agayevacha stochasticoptimalcontrolproblemwithdelay |
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2025-12-07T20:41:22Z |
| last_indexed |
2025-12-07T20:41:22Z |
| _version_ |
1850883527177928704 |