A class of infinite-horizon stochastic delay optimal control problems and a viscosity solution to the associated HJB equation

Author: Zhou Jianjun  

Publisher: Edp Sciences

E-ISSN: 1262-3377|24|2|639-676

ISSN: 1292-8119

Source: ESAIM: Control, Optimisation and Calculus of Variations, Vol.24, Iss.2, 2018-06, pp. : 639-676

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Abstract