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ArticleStochastic control problems with delay

Ulrich Rieder2005

Article2005

Stochastic control problems with delay

31 citations·0/0 files stored·Mathematical Methods of Operations Research

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Stochastic processes and financial applications Stability and Control of Uncertain Systems Nonlinear Differential Equations Analysis

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References

2005Controlled Markov Processes and Viscosity Solutions 1999Stochastic Controls 1994Controlled markov processes and viscosity solutions 1979Controlled Stochastic Processes 2000Some Solvable Stochastic Control Problems With Delay 2000A maximum principle for optimal control of stochastic systems with delay, with applications to finance 2002Dynamic programming in stochastic control of systems with delay 2003When Are HJB-Equations in Stochastic Control of Delay Systems Finite Dimensional?

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Year2005

Typearticle

Published2005-11-22

VenueMathematical Methods of Operations Research

ISSN-L1432-2994

Languageen

Citations31

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1007/s00186-005-0042-4

openalex_workW2064200033

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