"Stochastic Optimal Control with Delay in the Control II: Verification ..."

Fausto Gozzi, Federica Masiero (2017)

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DOI: 10.1137/16M1073637

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type: Journal Article

metadata version: 2020-07-09

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Fausto Gozzi, Federica Masiero:
Stochastic Optimal Control with Delay in the Control II: Verification Theorem and Optimal Feedbacks. SIAM J. Control. Optim. 55(5): 3013-3038 (2017)

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