Dynamic programming principle for stochastic recursive optimal control problem with delayed systems (Q4910995)
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scientific article; zbMATH DE number 6144554
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic programming principle for stochastic recursive optimal control problem with delayed systems |
scientific article; zbMATH DE number 6144554 |
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Dynamic programming principle for stochastic recursive optimal control problem with delayed systems (English)
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13 March 2013
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stochastic differential equation with delay
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recursive optimal control problem
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dynamic programming principle
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Hamilton-Jacobi-Bellman equation
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