ON THE EXISTENCE OF OPTIMAL CONTROL FOR STOCHASTIC DIFFERENTIAL FUNCTIONAL EQUATIONS UNDER THE INFLUENCE OF EXTERNAL DISTURBANCES
DOI:
https://doi.org/10.30888/2709-2267.2025-30-00-005Ключові слова:
comparison theorem, stochastic control, stochastic functional differential equationsАнотація
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.Metrics
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Опубліковано
2025-03-30
Як цитувати
Юрченко, І. (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
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Ця робота ліцензується відповідно до Creative Commons Attribution 4.0 International License.
