Stochastic optimal control with delay in the control. II: Verification theorem and optimal feedbacks (Q5358871)
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scientific article; zbMATH DE number 6778541
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| English | Stochastic optimal control with delay in the control. II: Verification theorem and optimal feedbacks |
scientific article; zbMATH DE number 6778541 |
Statements
Stochastic Optimal Control with Delay in the Control II: Verification Theorem and Optimal Feedbacks (English)
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22 September 2017
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optimal control of stochastic delay equations
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delay in the control
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lack of the structure condition
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second order Hamilton-Jacobi-Bellman equations in infinite dimension
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verification theorem
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optimal feedbacks
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\(\mathcal{K}\)-convergence
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0.8739063143730164
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0.858047366142273
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0.8573805093765259
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0.8507265448570251
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