On one stochastic optimal control problem with variable delay

dc.contributor.author	Agayeva, Ch.A.
dc.contributor.author	Allahverdiyeva, J.J.
dc.date.accessioned	2009-11-19T13:56:32Z
dc.date.available	2009-11-19T13:56:32Z
dc.date.issued	2007
dc.identifier.citation	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.	en_US
dc.identifier.issn	0321-3900
dc.identifier.uri	http://dspace.nbuv.gov.ua/handle/123456789/4501
dc.description.abstract	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.	en_US
dc.language.iso	en	en_US
dc.publisher	Інститут математики НАН України	en_US
dc.title	On one stochastic optimal control problem with variable delay	en_US
dc.type	Article	en_US
dc.status	published earlier	en_US
dc.identifier.udc	519.21