On the Existence of the Optimal Control for Stochastic Functional Differential Equations Subject to External Disturbances - Yasynskyy, V. K.; Yurchenko, I. V. (Cybernetics and systems analysis, 2024)
Keywords: Analysis; Artificial Intelligence; Control; Control systems; Differential equations; Disturbances; Investment analysis; Mathematics; Mathematics and Statistics; Optimal control; Processor Architectures; Software Engineering/Programming and Operating Systems; Stochastic processes; Systems Theory; stochastic functional differential equations; stochastic control; comparison theorem