中立型随机泛函微分系统最优控制的最大值原理
Maximum Principle for Optimal Control of Neutral Stochastic Functional Differential Systems
摘要：
本文讨论了中立型随机泛函微分方程的最优控制问题。引入一类中立型Volterra型倒向随机函数方程作为伴随方程。证明了VNBSFE的存在唯一性。利用Lagrange型代价泛函构造了受控NSFDE的Pontryagin最大值原理。
英文摘要：
In this paper, the optimal control problem of neutral stochastic functional differential equation (NSFDE) is discussed. A class of so-called neutral backward stochastic functional equations of Volterra type (VNBSFEs) are introduced as the adjoint equation. The existence and uniqueness of VNBSFE is established. The Pontryagin maximum principle is constructed for controlled NSFDE with Lagrange type cost functional.
机构、总结、中文摘要均由AI分析而来，可能存在错误，请以论文正文为准。
