메뉴 건너뛰기




Volumn 62, Issue 3, 2005, Pages 411-427

Stochastic control problems with delay

Author keywords

[No Author keywords available]

Indexed keywords

DIFFERENTIAL EQUATIONS; PROBLEM SOLVING; TELECOMMUNICATION NETWORKS;

EID: 28544451729     PISSN: 14322994     EISSN: 14325217     Source Type: Journal    
DOI: 10.1007/s00186-005-0042-4     Document Type: Conference Paper
Times cited : (27)

References (13)
  • 2
    • 0038396288 scopus 로고    scopus 로고
    • Some solvable stochastic control problems with delay
    • Elsanosi I., Øksendal B., Sulem A (2001) Some solvable stochastic control problems with delay. Stoch Stoch Rep 71:69-89
    • (2001) Stoch Stoch Rep , vol.71 , pp. 69-89
    • Elsanosi, I.1    Øksendal, B.2    Sulem, A.3
  • 4
    • 0028549658 scopus 로고
    • Asymptotic analysis of adaptive rate control for diverse sources with delayed feedback
    • Fendick KW, Rodrigues MA (1994) Asymptotic analysis of adaptive rate control for diverse sources with delayed feedback. IEEE Trans Inf Theory 40(4):2008-2025
    • (1994) IEEE Trans Inf Theory , vol.40 , Issue.4 , pp. 2008-2025
    • Fendick, K.W.1    Rodrigues, M.A.2
  • 7
    • 0011128131 scopus 로고    scopus 로고
    • Control of systems with aftereffect
    • American Mathematical Society, Providence, Rhode Island
    • Kolmanovskiǐ VB, Shaǐkhet LE (1996) Control of systems with aftereffect. In: Translation of mathematical monographs, vol 157. American Mathematical Society, Providence, Rhode Island
    • (1996) Translation of Mathematical Monographs , vol.157
    • Kolmanovskiǐ, V.B.1    Shaǐkhet, L.E.2
  • 9
    • 0038734341 scopus 로고    scopus 로고
    • Dynamic programming in stochastic control of systems with delay
    • Larssen B (2002) Dynamic programming in stochastic control of systems with delay. Stoch Stoch Rep 74(3-4):651-673
    • (2002) Stoch Stoch Rep , vol.74 , Issue.3-4 , pp. 651-673
    • Larssen, B.1
  • 10
    • 0037844936 scopus 로고    scopus 로고
    • When are HJB-equations for control problems with stochastic delay equations finite dimensional?
    • Larssen B, Risebro NH (2003) When are HJB-equations for control problems with stochastic delay equations finite dimensional? Stoch Anal Appl 21(3):643-671
    • (2003) Stoch Anal Appl , vol.21 , Issue.3 , pp. 643-671
    • Larssen, B.1    Risebro, N.H.2
  • 12
    • 28544451636 scopus 로고    scopus 로고
    • A maximum principle for optimal control of stochastic systems with delay, with applications to finance
    • Menaldi JM, Rofman E, Sulem A (eds) IOS Press, Amsterdam
    • Øksendal B, Sulem A (2001) A maximum principle for optimal control of stochastic systems with delay, with applications to finance. In: Menaldi JM, Rofman E, Sulem A (eds) Optimal control and partial differential equations. IOS Press, Amsterdam, pp 64-79
    • (2001) Optimal Control and Partial Differential Equations , pp. 64-79
    • Øksendal, B.1    Sulem, A.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.