关键词: 随机控制, 随机最大值原理, 正倒向随机比例方程, 变分法

Abstract:

We made an investigation into the  stochastic optimal control problem of the stochastic delayed system described by forwardbackward stochastic pantograph equations with the aid of classical variational approach, duality method and the anticipated backward stochastic differential equations,  obtaining the maximum principle for this problem.

Key words: stochastic control, stochastic maximum principle, forwardbackward stochastic pantograph equation, variational approach