Necessary condition for some singular stochastic control systems with variable delay

• Date: 2008
• ISSN: 0321-3900
• Main Authors: Nilgun, M., Agayeva, Ch.A.
• Format: Article
• Language: English
• Published: Інститут математики НАН України 2008
• Online Access: https://nasplib.isofts.kiev.ua/handle/123456789/4557
• Journal Title: Digital Library of Periodicals of National Academy of Sciences of Ukraine
• Cite this: Necessary condition for some singular stochastic control systems with variable delay / M. Nilgun, Ch.A. Agayeva // Theory of Stochastic Processes. — 2008. — Т. 14 (30), № 2. — С. 108–115. — Бібліогр.: 8 назв.— англ.

The purpose of this paper is to study conditions for the optimality of singular stochastic control systems with variable delay and constraint on the endpoint of state. The necessary condition of optimality for singular systems is obtained.