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