Optimal control of stochastic delay differential equations: optimal feedback controls (Q6667474)

scientific article; zbMATH DE number 7971506

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English	Optimal control of stochastic delay differential equations: optimal feedback controls	scientific article; zbMATH DE number 7971506

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instance of

scholarly article

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title

Optimal control of stochastic delay differential equations: optimal feedback controls (English)

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Journal of Differential Equations

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publication date

20 January 2025

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zbMATH Keywords

stochastic optimal control

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Hamilton-Jacobi-Bellman equation

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optimal synthesis

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verification theorem

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viscosity solution

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stochastic delay differential equation

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MaRDI profile type

Publication

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cites work

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Identifiers

DOI

10.1016/j.jde.2024.12.019

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:6667474