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Maximum principle for optimal control of stochastic system of functional type

 

作者: Ying Hu,   Shige Peng,  

 

期刊: Stochastic Analysis and Applications  （Taylor Available online 1996）
卷期: Volume 14, issue 3  

页码: 283-301

 

ISSN:0736-2994

 

年代: 1996

 

DOI:10.1080/07362999608809440

 

出版商: Marcel Dekker, Inc.

 

数据来源: Taylor

 

摘要:

In this paper, the maximum principle for optimal control of stochastic systems of functional type is obtained. We also derived the adjoint equation which seems to be new in form and proved the existence and uniqueness of the solution of that equation.

 

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