"Stochastic Equations with Delay: Optimal Control via BSDEs and Regular ..."

Marco Fuhrman, Federica Masiero, Gianmario Tessitore (2010)

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DOI: 10.1137/080730354

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type: Journal Article

metadata version: 2020-07-09

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Marco Fuhrman, Federica Masiero, Gianmario Tessitore:
Stochastic Equations with Delay: Optimal Control via BSDEs and Regular Solutions of Hamilton--Jacobi--Bellman Equations. SIAM J. Control. Optim. 48(7): 4624-4651 (2010)

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