2019
Том 71
№ 11

All Issues

On one problem of stochastic control

Sverdan M. L., Yasinsky V. K., Yurchenko I. V.

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Abstract

We prove a comparison theorem for solutions of nonlinear stochastic differential equations with Poisson perturbations and delay. We consider one problem of stochastic control.

English version (Springer): Ukrainian Mathematical Journal 47 (1995), no. 11, pp 1788-1797.

Citation Example: Sverdan M. L., Yasinsky V. K., Yurchenko I. V. On one problem of stochastic control // Ukr. Mat. Zh. - 1995. - 47, № 11. - pp. 1566–1573.

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