A class of infinite-horizon stochastic delay optimal control problems and a viscosity solution to the associated HJB equation (Q4554108)
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scientific article; zbMATH DE number 6974823
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A class of infinite-horizon stochastic delay optimal control problems and a viscosity solution to the associated HJB equation |
scientific article; zbMATH DE number 6974823 |
Statements
A class of infinite-horizon stochastic delay optimal control problems and a viscosity solution to the associated HJB equation (English)
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7 November 2018
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second order Hamilton-Jacobi-Bellman equation
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viscosity solution
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infinite-horizon optimal control
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stochastic differential equations with delays
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existence and uniqueness
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