Hamilton-Jacobi-Bellman equations for the optimal control of a state equation with memory

Author: Carlier Guillaume   Tahraoui Rabah  

Publisher: Edp Sciences

E-ISSN: 1262-3377|16|3|744-763

ISSN: 1292-8119

Source: ESAIM: Control, Optimisation and Calculus of Variations, Vol.16, Iss.3, 2010-07, pp. : 744-763

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Abstract