Stochastic Optimal Control with Delay in the Control I: Solving the HJB Equation through Partial Smoothing (Q5358870): Difference between revisions
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Revision as of 22:16, 19 February 2024
scientific article; zbMATH DE number 6778540
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic Optimal Control with Delay in the Control I: Solving the HJB Equation through Partial Smoothing |
scientific article; zbMATH DE number 6778540 |
Statements
Stochastic Optimal Control with Delay in the Control I: Solving the HJB Equation through Partial Smoothing (English)
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22 September 2017
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optimal control of stochastic delay equations
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delay in the 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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