Abstract
The authors discuss the comparison theorem for solutions of stochastic functional differential equations subject to external disturbances and its application to a stochastic control problem.
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Translated from Kibernetyka ta Systemnyi Analiz, No. 3, May–June, 2024, pp. 141–151; https://doi.org/10.34229/KCA2522-9664.24.3.13
To the Memory of Mykhailo Leonovych Sverdan (01.18.1940–11.19.2023)
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Yasynskyy, V.K., Yurchenko, I.V. On the Existence of the Optimal Control for Stochastic Functional Differential Equations Subject to External Disturbances. Cybern Syst Anal 60, 462–471 (2024). https://doi.org/10.1007/s10559-024-00687-2
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DOI: https://doi.org/10.1007/s10559-024-00687-2