A maximum principle for infinite horizon delay equations (Q2855137)
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scientific article; zbMATH DE number 6219430
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A maximum principle for infinite horizon delay equations |
scientific article; zbMATH DE number 6219430 |
Statements
24 October 2013
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infinite horizon
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optimal control
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stochastic delay equation
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Lévy processes
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maximum principle
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Hamiltonian
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adjoint process
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partial information
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A maximum principle for infinite horizon delay equations (English)
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