Li Chen, Zhen Wu. Maximum principle for the stochastic optimal control problem with delay and application. Automatica, 46(6):1074-1080, 2010. [doi]
@article{ChenW10-5,
title = {Maximum principle for the stochastic optimal control problem with delay and application},
author = {Li Chen and Zhen Wu},
year = {2010},
doi = {10.1016/j.automatica.2010.03.005},
url = {http://dx.doi.org/10.1016/j.automatica.2010.03.005},
researchr = {https://researchr.org/publication/ChenW10-5},
cites = {0},
citedby = {0},
journal = {Automatica},
volume = {46},
number = {6},
pages = {1074-1080},
}