On one problem of stochastic control

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

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.
Published
25.11.1995
How to Cite
SverdanM. L., YurchenkoI. V., and YasinskyV. K. “On One Problem of Stochastic Control”. Ukrains’kyi Matematychnyi Zhurnal, Vol. 47, no. 11, Nov. 1995, pp. 1566–1573, https://umj.imath.kiev.ua/index.php/umj/article/view/5548.
Section
Research articles