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