Optimal control of stochastic differential delay equations with application in economics (Q4921375)
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scientific article; zbMATH DE number 6165553
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| English | Optimal control of stochastic differential delay equations with application in economics |
scientific article; zbMATH DE number 6165553 |
Statements
24 May 2013
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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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0.8617117404937744
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0.8219519257545471
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0.8140230774879456
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0.8117632269859314
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