Near Optimality of Linear Delayed Doubly Stochastic Control Problem

In this paper, we study a kind of near optimal control problem which is described by linear quadratic doubly stochastic differential equations with time delay. We consider the near optimality for the linear delayed doubly stochastic system with convex control domain. We discuss the case that all the...

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Veröffentlicht in:	Mathematical problems in engineering 2021, Vol.2021, p.1-13
Hauptverfasser:	Xu, Jie, Lin, Ruiqiang
Format:	Artikel
Sprache:	eng
Schlagworte:	Control systems Differential equations Engineering Maximum principle Optimal control Optimization Ordinary differential equations Partial differential equations Stochastic models Stochastic processes Stochastic systems Time delay systems Variables
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