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scientific article; zbMATH DE number 6165553
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scientific article; zbMATH DE number 6165553

    Statements

    author
    Anatoli F. Ivanov
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    Anatoliy Swishchuk
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    publication date
    24 May 2013
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    zbMATH Keywords
    stochastic differential delay equations
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    stochastic optimal control
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    Dynkin formula
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    Hamilton-Jacobi-Bellman equation
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    Dirichlet-Poisson problem
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    economics applications
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    Ramsey economics model with delay and randomness
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    Identifiers

    Mathematics Subject Classification ID
    34K50
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    34K35
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    34K60
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    91B70
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    zbMATH DE Number
    6165553
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