标题： 随机延迟系统在终端状态约束下的最大值原理 显示英文标题

标题： Maximum principle for a stochastic delayed system involving terminal state constraints

摘要： 我们研究一个随机最优控制问题，其中受控系统被描述为一个随机微分延迟方程；然而，在终端时间，状态被约束在一个凸集中。 我们首先引入一个等价的后向延迟系统，该系统被描述为一个时间延迟的后向随机微分方程。 然后，通过利用Ekeland变分原理获得一个随机最大值原理。 最后，研究了对一个状态约束的随机延迟线性二次控制模型和一个生产-消费选择问题的应用，以说明主要获得的结果。 显示英文摘要

摘要： We investigate a stochastic optimal control problem where the controlled system is depicted as a stochastic differential delayed equation; however, at the terminal time, the state is constrained in a convex set. We firstly introduce an equivalent backward delayed system depicted as a time-delayed backward stochastic differential equation. Then a stochastic maximum principle is obtained by virtue of Ekeland's variational principle. Finally, applications to a state constrained stochastic delayed linear-quadratic control model and a production-consumption choice problem are studied to illustrate the main obtained result.