شرایط لازم و کافی برای سیستم های دیفرانسیل تصادفی با عملکرد هزینه چند زمانه

From economics point of view, we investigate a new optimal control problem driven by a stochastic differential equation with multi-time state cost functional. By constructing a series of first-order adjoint equations, we establish the stochastic maximum principle and sufficient optimality conditions for this new optimal control problem. A constrained problem also be studied. In the end, we develop a near optimal control problem for a general cost functional.