Pages that link to "Item:Q2706906"
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The following pages link to Some Solvable Stochastic Control Problems With Delay (Q2706906):
Displayed 18 items.
- Stochastic minimax optimal time-delay state feedback control of uncertain quasi-integrable Hamiltonian systems (Q416040) (← links)
- Stochastic optimal time-delay control of quasi-integrable Hamiltonian systems (Q551070) (← links)
- Optimal stopping of stochastic differential equations with delay driven by Lévy noise (Q623473) (← links)
- The existence and uniqueness of the solution for nonlinear Kolmogorov equations (Q713330) (← links)
- Stochastic control problems with delay (Q811987) (← links)
- Discretisation of stochastic control problems for continuous time dynamics with delay (Q885948) (← links)
- Time discretisation and rate of convergence for the optimal control of continuous-time stochastic systems with delay (Q946221) (← links)
- Optimal control with partial information for stochastic Volterra equations (Q980544) (← links)
- Optimal reinsurance strategy under fixed cost and delay (Q1009679) (← links)
- On controlled linear diffusions with delay in a model of optimal advertising under uncertainty with memory effects (Q1035927) (← links)
- An optimal stopping problem in a diffusion-type model with delay (Q2489871) (← links)
- Optimal control of stochastic delay equations and time-advanced backward stochastic differential equations (Q3021251) (← links)
- Optimal control problems for stochastic delay evolution equations in Banach spaces (Q3098196) (← links)
- Finite Difference Approximations for Stochastic Control Systems with Delay (Q3506296) (← links)
- On some optimal control problems governed by a state equation with memory (Q3531524) (← links)
- Hamilton-Jacobi-Bellman equations for the optimal control of a state equation with memory (Q3580020) (← links)
- On the relationship between the stochastic maximum principle and dynamic programming in singular stochastic control<sup>†</sup> (Q4648585) (← links)
- When Are HJB-Equations in Stochastic Control of Delay Systems Finite Dimensional? (Q4804874) (← links)