A General Maximum Principle for Optimal Control of Stochastic Differential Delay Systems

Weijun Meng, Jingtao Shi, Tianxiao Wang, Ji-Feng Zhang. A General Maximum Principle for Optimal Control of Stochastic Differential Delay Systems. SIAM J. Control and Optimization, 63(1):175-205, 2025. [doi]

Abstract

Abstract is missing.