Stochastic control problems with delay
type: Item
instance of: scholarly article
title: Stochastic control problems with delay
zbMATH Open document ID: 1098.93034
author: Harald Bauer
author: Ulrich Rieder
published in: Mathematical Methods of Operations Research
publication date: 2006-01-23T00:00:00Z
Mathematics Subject Classification ID: 93E03
zbMATH DE Number: 5000148
MaRDI profile type: Publication
full work available at URL: s00186-005-0042-4
OpenAlex ID: W2064200033
cites work: Some Solvable Stochastic Control Problems With Delay
cites work: Asymptotic analysis of adaptive rate control for diverse sources with delayed feedback
cites work: Q4032143
cites work: Q4237078
cites work: Dynamic programming in stochastic control of systems with delay
cites work: When Are HJB-Equations in Stochastic Control of Delay Systems Finite Dimensional?
cites work: Q3707054
cites work: Q3159178
DOI: 10.1007/S00186-005-0042-4
Recommended article: Q5430664
Recommended article: Some Solvable Stochastic Control Problems With Delay
Recommended article: Delayed Optimal Control of Stochastic LQ Problem
Recommended article: Stochastic optimal control under randomly varying distributed delays
Recommended article: Q3642994
Recommended article: Q3022371
Recommended article: Q3748183
Recommended article: Optimal control for stochastic delay evolution equations
Recommended article: Discretisation of stochastic control problems for continuous time dynamics with delay
description: scientific article; zbMATH DE number 5000148