Аннотация:
The purpose of this paper is to give necessary conditions for the optimality of non-
linear stochastic control systems with variable delay and with constraint on the right
end of a trajectory. The necessary optimality conditions in the form of a stochastic
analogy of the maximum principle are obtained. These conditions are contained in
Theorems 1 and 2.
Ключевые слова:Stochastic differential equations, variable delay, stochastic optimal control
problem, necessary conditions of optimality, admissible controls.
Полный текст:
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