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]
@article{GozziM17a,
title = {Stochastic Optimal Control with Delay in the Control II: Verification Theorem and Optimal Feedbacks},
author = {Fausto Gozzi and Federica Masiero},
year = {2017},
doi = {10.1137/16M1073637},
url = {https://doi.org/10.1137/16M1073637},
researchr = {https://researchr.org/publication/GozziM17a},
cites = {0},
citedby = {0},
journal = {SIAM J. Control and Optimization},
volume = {55},
number = {5},
pages = {3013-3038},
}