ON ONE STOCHASTIC OPTIMAL CONTROL PROBLEM WITH VARIABLE DELAY

CHERKEZ AGAYEVA

Theory of Stochastic Processes Vol.13 (29), no.1-2, 2007, pp.1-12

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.

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