Optimal control of stochastic delay differential equations: Optimal feedback controls
arXiv2309.05029MaRDI QIDQ6512925FDOQ6512925
Authors: Filippo de Feo, Andrzej Świȩch 
Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Stochastic functional-differential equations (34K50) Optimality conditions for problems involving randomness (49K45) Dynamic programming in optimal control and differential games (49L20) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Optimal stochastic control (93E20) PDEs on infinite-dimensional (e.g., function) spaces (= PDEs in infinitely many variables) (35R15) Optimal feedback synthesis (49N35) Hamilton-Jacobi equations in optimal control and differential games (49L12)
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