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On one problem of stochastic control

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Ukrainian Mathematical Journal Aims and scope

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.

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Authors and Affiliations

  1. Chernovtsy University, Chernovtsy

    V. K. Yasyns'kyi, M. L. Sverdan & I. V. Yurchenko

Authors
  1. V. K. Yasyns'kyi
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  2. M. L. Sverdan
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  3. I. V. Yurchenko
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Additional information

Translated from Ukrainskii Matematicheskii Zhurnal, Vol.47, No. 11, pp. 1566–1573, November, 1995.

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Yasyns'kyi, V.K., Sverdan, M.L. & Yurchenko, I.V. On one problem of stochastic control. Ukr Math J 47, 1788–1797 (1995). https://doi.org/10.1007/BF01057927

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  • DOI: https://doi.org/10.1007/BF01057927

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