NECESSARY CONDITION FOR SOME SINGULAR STOCHASTIC CONTROL SYSTEMS WITH VARIABLE DELAY

NILGUN MORALI AND AGAYEVA CH. A.
Theory of Stochastic Processes Vol. 14 (30), no. 2, 2008, pp. 108–115
The purpose of this paper is to study conditions for the optimality of singular stochastic control systems with variable delay and constraint on the endpoint of state. The necessary condition of optimality for singular systems is obtained.

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