Stochastic Maximum Principle for Optimal Control of Infinitely Delayed Systems of Functional Type in Infinite Dimensions

This paper investigates the optimal control of a stochastic delayed system with infinite delay of general functional type. By introducing a non-anticipative path derivative and its infinite-window dual operator, we formulate the infinitely anticipated backward stochastic evolution equation (IABSEE)...

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Bibliografski detalji

Glavni autor:	Guanwei Cheng
Format:	Artigo
Jezik:	Inglês
Izdano:	MDPI AG 2026-06-01
Serija:	Mathematics
Teme:	functional delayed systems infinite delay path derivative anticipated backward stochastic evolution equation stochastic maximum principle
Online pristup:	https://www.mdpi.com/2227-7390/14/11/2007
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