Аннотация:
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.
Ключевые слова:Stochastic differential equations with delay, Stochastic
control problem, Necessary condition of optimality, Maximum principle, Ekeland’s variational principle.
Полный текст:
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