Necessary and sufficient conditions of risk‐sensitive optimal control and differential games for stochastic differential delayed equations-Reference-Cited by-同舟云学术

Necessary and sufficient conditions of risk‐sensitive optimal control and differential games for stochastic differential delayed equations

Published:2019-07-03 Issue:14 Volume:29 Page:4812-4827
ISSN:1049-8923
Container-title:International Journal of Robust and Nonlinear Control
language:en
Short-container-title:Int J Robust Nonlinear Control

Author:

Moon Jun¹^ORCID

Affiliation:

1. School of Electrical and Computer EngineeringUniversity of Seoul Seoul South Korea

Funder

The 2019 Research Fund of the University of Seoul

Publisher

Wiley

Subject

Electrical and Electronic Engineering,Industrial and Manufacturing Engineering,Mechanical Engineering,Aerospace Engineering,Biomedical Engineering,General Chemical Engineering,Control and Systems Engineering

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1002/rnc.4655

Reference29 articles.

1. Stochastic Optimal Control in Infinite Dimension

2. Optimal control of stochastic differential delay equations with application in economics;Ivanov AF;Int J Qual Theory Differ Equ Appl,2008

3. Stochastic Controls

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