Stochastic control problems with delay

DOI10.1007/s00186-005-0042-4zbMath1098.93034OpenAlexW2064200033MaRDI QIDQ811987

Harald Bauer, Ulrich Rieder

Publication date: 23 January 2006

Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00186-005-0042-4

Mathematics Subject Classification ID

Stochastic systems in control theory (general) (93E03)

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Cites Work

• Some Solvable Stochastic Control Problems With Delay
• Dynamic programming in stochastic control of systems with delay
• When Are HJB-Equations in Stochastic Control of Delay Systems Finite Dimensional?
• Asymptotic analysis of adaptive rate control for diverse sources with delayed feedback
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