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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| Formato: | Artigo |
| Lenguaje: | Inglês |
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MDPI AG
2026-06-01
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| Colección: | Mathematics |
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| Acceso en línea: | https://www.mdpi.com/2227-7390/14/11/2007 |
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