Stochastic Optimal Control with Delay in the Control II: Verification Theorem and Optimal Feedbacks

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

Abstract

Abstract is missing.