Dynamic programming in stochastic control of systems with delay
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Publication:4796610
DOI10.1080/1045112021000060764zbMath1022.34075OpenAlexW2129022300MaRDI QIDQ4796610
Publication date: 22 October 2003
Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/1045112021000060764
weak uniquenessstochastic delay differential equationsstrong uniquenessHamilton-Jacobi-Bellmann equation
Dynamic programming in optimal control and differential games (49L20) Optimal stochastic control (93E20) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic functional-differential equations (34K50)
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