Yasynskyy V.K., Yurchenko I.V. On the existence of optimal control for stochastic functional differential equations under the influence of external disturbances // Cybernetics and System Analysis.– 2024.– Vol.60, №3.– P.462-471.
Короткий опис(реферат)
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.