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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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Bibliographic Details
Date:	2007
Main Author:	Agayeva, C.
Format:	Article
Language:	English
Published:	Інститут математики НАН України 2007
Online Access:	https://nasplib.isofts.kiev.ua/handle/123456789/4471
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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.

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Digital Library of Periodicals of National Academy of Sciences of Ukraine

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