Stochastic Optimal Control with Delay in the Control I: Solving the HJB Equation through Partial Smoothing

Fausto Gozzi, Federica Masiero. Stochastic Optimal Control with Delay in the Control I: Solving the HJB Equation through Partial Smoothing. SIAM J. Control and Optimization, 55(5):2981-3012, 2017. [doi]

Authors

Fausto Gozzi

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Federica Masiero

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