Stochastic optimal control problem with delay
Vernadsky National Library of Ukraine
Переглянути архів Інформація| Поле | Співвідношення | |
| Title |
Stochastic optimal control problem with delay
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| Creator |
Agayeva, Ch.A.
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| 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. |
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| Date |
2009-11-10T14:47:43Z
2009-11-10T14:47:43Z 2006 |
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| Type |
Article
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| Identifier |
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 http://dspace.nbuv.gov.ua/handle/123456789/4436 519.21 |
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| Language |
en
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| Publisher |
Інститут математики НАН України
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