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

作者：Weijun Meng, Jingtao Shi, Tianxiao Wang, Ji‐Feng Zhang · 发表于：SIAM Journal on Control and Optimization · 年份：2025 · DOI：10.1137/23m1552024 · 被引用次数：9 · 研究领域：Stochastic processes and financial applications、Differential Equations and Numerical Methods、Mathematical Control Systems and Analysis