Errata: Stochastic Optimal Control with Delay in the Control I: Solving the HJB Equation through Partial Smoothing, and Stochastic Optimal Control with Delay in the Control II: Verification Theorem and Optimal Feedbacks (Q5012331): Difference between revisions
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Revision as of 00:36, 9 January 2024
scientific article; zbMATH DE number 7389174
Language | Label | Description | Also known as |
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English | Errata: Stochastic Optimal Control with Delay in the Control I: Solving the HJB Equation through Partial Smoothing, and Stochastic Optimal Control with Delay in the Control II: Verification Theorem and Optimal Feedbacks |
scientific article; zbMATH DE number 7389174 |
Statements
Errata: Stochastic Optimal Control with Delay in the Control I: Solving the HJB Equation through Partial Smoothing, and Stochastic Optimal Control with Delay in the Control II: Verification Theorem and Optimal Feedbacks (English)
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1 September 2021
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optimal control of stochastic delay equations
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delay in control
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lack of structure condition
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second order Hamilton-Jacobi-Bellman equations in infinite dimension
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smoothing properties of transition semigroups
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