Finite Difference Approximations for Stochastic Control Systems with Delay (Q3506296): Difference between revisions

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Property / cites work: Some Solvable Stochastic Control Problems With Delay / rank
 
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Property / cites work: Theory of functional differential equations. 2nd ed / rank
 
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Property / cites work: Optimal control of stochastic systems with aftereffect / rank
 
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Property / cites work: Q2703816 / rank
 
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Property / cites work: Dynamic programming in stochastic control of systems with delay / rank
 
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Property / cites work: Q3707054 / rank
 
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Latest revision as of 11:55, 28 June 2024

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Finite Difference Approximations for Stochastic Control Systems with Delay
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    Finite Difference Approximations for Stochastic Control Systems with Delay (English)
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    12 June 2008
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    finite difference approximation
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    stochastic control
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    stochastic functional differential equations
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    viscosity solutions
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