Controlled nonlinear stochastic delay equations: Part II: Approximations and pipe-flow representations
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Publication:442570
DOI10.1007/s00245-012-9164-2zbMath1243.93135MaRDI QIDQ442570
Publication date: 1 August 2012
Published in: Applied Mathematics and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00245-012-9164-2
numerical methods; optimal stochastic control; nonlinear stochastic delay equations; transportation equation
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
93C10: Nonlinear systems in control theory
93E20: Optimal stochastic control
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