Dynamic programming in stochastic control of systems with delay (Q4796610)
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scientific article; zbMATH DE number 1876954
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic programming in stochastic control of systems with delay |
scientific article; zbMATH DE number 1876954 |
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Dynamic programming in stochastic control of systems with delay (English)
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22 October 2003
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Hamilton-Jacobi-Bellmann equation
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stochastic delay differential equations
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weak uniqueness
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strong uniqueness
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