Аннотация:
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.
Ключевые слова:Stochastic differential equations with variable delay, optimal control problem,
stochastic control problem, necessary conditions of optimality, admissible controls, singular controls.
Полный текст:
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