Errata: Stochastic Optimal Control with Delay in the Control I: Solving the HJB Equation through Partial Smoothing, and Stochastic Optimal Control with Delay in the Control II: Verification Theorem and Optimal Feedbacks

DOI10.1137/21M1407434zbMath1476.93159OpenAlexW3197359003WikidataQ114074072 ScholiaQ114074072MaRDI QIDQ5012331

Federica Masiero, Fausto Gozzi

Publication date: 1 September 2021

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/21m1407434

zbMATH Keywords

delay in controlsecond order Hamilton-Jacobi-Bellman equations in infinite dimensionlack of structure conditionoptimal control of stochastic delay equationssmoothing properties of transition semigroups

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Markov semigroups and applications to diffusion processes (47D07) Optimal stochastic control (93E20) Stochastic integral equations (60H20) PDEs on infinite-dimensional (e.g., function) spaces (= PDEs in infinitely many variables) (35R15)

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Cites Work

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• Stochastic Equations in Infinite Dimensions
• Stochastic Optimal Control with Delay in the Control I: Solving the HJB Equation through Partial Smoothing
• Stochastic Optimal Control with Delay in the Control II: Verification Theorem and Optimal Feedbacks