Maximum principle for optimal control of neutral stochastic functional differential systems
نویسندگان
چکیده
منابع مشابه
A Maximum Principle for Optimal Control Problems with Neutral Functional Differential Systems
which have been studied extensively (as in [4]) and arise in many applications. The class of control problems considered include problems for which one wishes to minimize Jl x(t) at while requiring that u(t)EUCR, *G[0, T], and either x\ [T-h,T] He in a manifold in AC([T-h, T], R) or x(t) =f(*) on [T-h, T], f a fixed absolutely continuous function. These functional boundary conditions arise natu...
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ژورنال
عنوان ژورنال: Science China Mathematics
سال: 2015
ISSN: 1674-7283,1869-1862
DOI: 10.1007/s11425-015-4972-x