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On one stochastic optimal control problem with variable delay
Репозиторій DSpace/Manakin
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On one stochastic optimal control problem with variable delay
УДК:
519.21
Посилання:
On one stochastic optimal control problem with variable delay / Ch.A. Agayeva, J.J. Allahverdiyeva // Theory of Stochastic Processes. — 2007. — Т. 13 (29), № 3. — С. 3–11. — Бібліогр.: 6 назв.— англ.
Дата:
2007
Переглядів:
1010
Завантажень:
496
Анотація:
The purpose of this paper is to give necessary conditions for the optimality of nonlinear 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.
