Optimal control of stochastic functional differential equations with a bounded memory (Q5451161): Difference between revisions

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Property / full work available at URL: https://doi.org/10.1080/17442500701605494 / rank
 
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Latest revision as of 18:42, 27 June 2024

scientific article; zbMATH DE number 5250487
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English
Optimal control of stochastic functional differential equations with a bounded memory
scientific article; zbMATH DE number 5250487

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    Optimal control of stochastic functional differential equations with a bounded memory (English)
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    18 March 2008
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    stochastic control
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    stochastic functional differential equations
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    viscosity solutions
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    Hamilton-Jacobi-Bellman equation
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