Stochastic Equations with Delay: Optimal Control via BSDEs and Regular Solutions of Hamilton–Jacobi–Bellman Equations (Q3083237)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic Equations with Delay: Optimal Control via BSDEs and Regular Solutions of Hamilton–Jacobi–Bellman Equations |
scientific article |
Statements
Stochastic Equations with Delay: Optimal Control via BSDEs and Regular Solutions of Hamilton–Jacobi–Bellman Equations (English)
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21 March 2011
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stochastic delay differential equations
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backward stochastic differential equations
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quadratic variation
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optimal stochastic control
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