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Stochastic maximum principle for optimal control problems involving delayed systems

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Acknowledgements

This work was supported by the Fostering Project of Dominant Discipline and Talent Team of Shandong Province Higher Education Institutions (Grant No. 1716009), the Special Funds of Taishan Scholar Project (Grant No. tsqn20161041), and the Colleges and Universities Youth Innovation Technology Program of Shandong Province (Grant No. 2019KJI011).

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Correspondence to Feng Zhang.

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Zhang, F. Stochastic maximum principle for optimal control problems involving delayed systems. Sci. China Inf. Sci. 64, 119206 (2021). https://doi.org/10.1007/s11432-019-2826-3

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  • DOI: https://doi.org/10.1007/s11432-019-2826-3

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