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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