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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| Date: | 2007 |
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| Main Author: | |
| Format: | Article |
| Language: | English |
| Published: |
Інститут математики НАН України
2007
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| 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. |