When Are HJB-Equations in Stochastic Control of Delay Systems Finite Dimensional? (Q4804874): Difference between revisions

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Property / author: Nils Henrik Risebro / rank
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Latest revision as of 10:55, 30 July 2024

scientific article; zbMATH DE number 1903065
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English
When Are HJB-Equations in Stochastic Control of Delay Systems Finite Dimensional?
scientific article; zbMATH DE number 1903065

    Statements

    When Are HJB-Equations in Stochastic Control of Delay Systems Finite Dimensional? (English)
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    28 April 2003
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    stochastic differential delay equation
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    stochastic control problem
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    Hamilton-Jacobi-Bellman equation
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    viscosity solution
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