Optimal control of stochastic delay differential equations: Optimal feedback controls
Stochastic functional-differential equations (34K50) PDEs on infinite-dimensional (e.g., function) spaces (= PDEs in infinitely many variables) (35R15) Optimality conditions for problems involving randomness (49K45) Hamilton-Jacobi equations in optimal control and differential games (49L12) Dynamic programming in optimal control and differential games (49L20) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Optimal feedback synthesis (49N35) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Optimal stochastic control (93E20)
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