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 and Optimization, 48(7):4624-4651, 2010. [doi]
@article{FuhrmanMT10,
title = {Stochastic Equations with Delay: Optimal Control via BSDEs and Regular Solutions of Hamilton--Jacobi--Bellman Equations},
author = {Marco Fuhrman and Federica Masiero and Gianmario Tessitore},
year = {2010},
doi = {10.1137/080730354},
url = {http://dx.doi.org/10.1137/080730354},
researchr = {https://researchr.org/publication/FuhrmanMT10},
cites = {0},
citedby = {0},
journal = {SIAM J. Control and Optimization},
volume = {48},
number = {7},
pages = {4624-4651},
}