ON THE EXISTENCE OF OPTIMAL CONTROL FOR STOCHASTIC DIFFERENTIAL FUNCTIONAL EQUATIONS UNDER THE INFLUENCE OF EXTERNAL DISTURBANCES

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DOI:

https://doi.org/10.30888/2709-2267.2025-30-00-005

Keywords:

comparison theorem, stochastic control, stochastic functional differential equations

Abstract

The article discusses the comparison theorem for solutions of stochastic differential functional equations under the influence of external disturbances and its application to one problem of stochastic control.

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Published

2025-03-30

How to Cite

Yurchenko, I. (2025). ON THE EXISTENCE OF OPTIMAL CONTROL FOR STOCHASTIC DIFFERENTIAL FUNCTIONAL EQUATIONS UNDER THE INFLUENCE OF EXTERNAL DISTURBANCES. Sworld-Us Conference Proceedings, 1(usc30-00), 46–53. https://doi.org/10.30888/2709-2267.2025-30-00-005

Issue

No. usc30-00 (2025): Organization of scientific research in modern conditions '2025

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Abstracts

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This work is licensed under a Creative Commons Attribution 4.0 International License.