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A Maximum Principle for Infinite Horizon Delay Equations

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References

2005Applied Stochastic Control of Jump Diffusions883 cited
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2000Some Solvable Stochastic Control Problems With Delay149 cited
2000A maximum principle for optimal control of stochastic systems with delay, with applications to finance117 cited
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2000Infinite horizon forward–backward stochastic differential equations91 cited

Cited by

2014Optimal control of mean-field jump-diffusion systems with delay: A stochastic maximum principle approach56 cited
2013Infinite horizon optimal control of forward–backward stochastic differential equations with delay54 cited
2013Maximum principles for jump diffusion processes with infinite horizon38 cited
2018Infinite horizon optimal control of mean-field forward–backward delayed systems with Poisson jumps30 cited

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