When are HJB-equations in stochastic control of delay systems finite dimensional?

Stochastic Analysis and Applications

Volumn 21, Issue 3, 2003, Pages 643-671

  Larssen, Bjørnar ^b   Risebro, Nils Henrik ^a  

^a UNIVERSITY OF OSLO   (Norway)

^b OSLO METROPOLITAN UNIVERSITY   (Norway)

Author keywords

Hamilton Jacobi Bellman equations; Stochastic systems with dalay; Viscosity solutions

Indexed keywords

EID: 0037844936     PISSN: 07362994     EISSN: None     Source Type: Journal    
DOI: 10.1081/SAP-120020430     Document Type: Article

References (20)

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