Near Optimality of Linear Delayed Doubly Stochastic Control Problem

In this paper, we study a kind of near optimal control problem which is described by linear quadratic doubly stochastic differential equations with time delay. We consider the near optimality for the linear delayed doubly stochastic system with convex control domain. We discuss the case that all the...

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Bibliographic Details
Main Authors: Jie Xu, Ruiqiang Lin
Format: Article
Language:English
Published: Hindawi Limited 2021-01-01
Series:Mathematical Problems in Engineering
Online Access:http://dx.doi.org/10.1155/2021/4487092