On one stochastic optimal control problem with variable delay
Vernadsky National Library of Ukraine
Переглянути архів Інформація| Поле | Співвідношення | |
| Title |
On one stochastic optimal control problem with variable delay
|
|
| Creator |
Agayeva, C.
|
|
| Description |
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.
|
|
| Date |
2009-11-19T10:02:36Z
2009-11-19T10:02:36Z 2007 |
|
| Type |
Article
|
|
| Identifier |
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.
0321-3900 http://dspace.nbuv.gov.ua/handle/123456789/4471 |
|
| Language |
en
|
|
| Publisher |
Інститут математики НАН України
|
|