A Maximum Principle for Infinite Horizon Delay Equations

DOI10.1137/120882809zbMath1273.93175arXiv1206.6670OpenAlexW2008618331MaRDI QIDQ2855137

Nacira Agram, Sven Haadem, Bernt Øksendal, Frank Norbert Proske

Publication date: 24 October 2013

Published in: SIAM Journal on Mathematical Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1206.6670

zbMATH Keywords

optimal controlmaximum principleinfinite horizonLévy processesHamiltonianstochastic delay equationpartial informationadjoint process

Mathematics Subject Classification ID

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