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|Title:||STABILITY AND OPTIMAL-CONTROL OF STOCHASTIC FUNCTIONAL-DIFFERENTIAL EQUATIONS WITH MEMORY|
|Publisher:||MARCEL DEKKER INC|
|Citation:||NUMERICAL FUNCTIONAL ANALYSIS AND OPTIMIZATION, 13(3-4), 249-265|
|Abstract:||The concept of a bounded stochastic integral contractor is utilized to obtain the existence of an optimal stochastic control for a large class of stochastic functional-differential equations with memory. Employing Ito's formula, stochastic global stability in mean  is obtained as a by-product. Further, sufficient conditions are given in terms of the Liapunov function for the solution of such nonlinear systems to decay exponentially in mean-square.|
|Appears in Collections:||Article|
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