Finite-dimensional representations for controlled diffusions with delay (Q2340993)

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    Finite-dimensional representations for controlled diffusions with delay
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      Finite-dimensional representations for controlled diffusions with delay (English)
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      21 April 2015
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      stochastic delay differential equations
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      Markovian representation
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      Laguerre polynomials
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      stochastic optimal control
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      optimal stopping problems
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