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- W2600331279 abstract "This paper is concerned with near-optimality for stochastic control problems of linear delay systems with convex control domain and controlled diffusion. Necessary and sufficient conditions for a control to be near-optimal are established by Pontryagin’s maximum principle together with Ekeland’s variational principle." @default.
- W2600331279 created "2017-04-07" @default.
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- W2600331279 date "2017-03-31" @default.
- W2600331279 modified "2023-09-27" @default.
- W2600331279 title "Maximum principle for near-optimality of stochastic delay control problem" @default.
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- W2600331279 doi "https://doi.org/10.1186/s13662-017-1155-9" @default.
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