:A General Maximum Principle for Delayed Stochastic Optimal Control Problems论文

:A General Maximum Principle for Delayed Stochastic Optimal Control Problems论文

本文主要研究内容

作者(2019)在《A General Maximum Principle for Delayed Stochastic Optimal Control Problems》一文中研究指出:In this paper, we consider optimal control problems derived by stochastic systems with distributed(average) and pointwise time delays, where control domains are non-convex and the diffusion coefficien

Abstract

In this paper, we consider optimal control problems derived by stochastic systems with distributed(average) and pointwise time delays, where control domains are non-convex and the diffusion coefficien

论文参考文献

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  • 论文详细介绍

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