Optimal control of stochastic delay differential equations: optimal feedback controls
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Publication:6667474
DOI10.1016/j.jde.2024.12.019MaRDI QIDQ6667474
Filippo de Feo, Andrzej Świȩch
Publication date: 20 January 2025
Published in: Journal of Differential Equations (Search for Journal in Brave)
Hamilton-Jacobi-Bellman equationviscosity solutionstochastic optimal controlverification theoremoptimal synthesisstochastic delay differential equation
Dynamic programming in optimal control and differential games (49L20) Optimal feedback synthesis (49N35) Stochastic functional-differential equations (34K50) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Optimality conditions for problems involving randomness (49K45) PDEs on infinite-dimensional (e.g., function) spaces (= PDEs in infinitely many variables) (35R15) Hamilton-Jacobi equations (35F21) Hamilton-Jacobi equations in optimal control and differential games (49L12)
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