On the infinite-dimensional representation of stochastic controlled systems with delayed control in the diffusion term
Year of publication: |
2014
|
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Authors: | Fabbri, Giorgio ; Federico, Salvatore |
Published in: |
Mathematical economics letters. - Berlin : de Gruyter, ISSN 2195-4615, ZDB-ID 2741057-2. - Vol. 2.2014, 3/4, p. 33-43
|
Subject: | Stochastic Delay Differential Equations | Evolution Equations in Hilbert Space | Dynamic Programming | Stochastischer Prozess | Stochastic process | Analysis | Mathematical analysis | Dynamische Optimierung | Dynamic programming | Kontrolltheorie | Control theory | Mathematische Optimierung | Mathematical programming |
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