Stochastic Maximum Principle for Equations with Delay: Going to Infinite Dimensions to Solve the Nonconvex Case

Giuseppina Guatteri, Federica Masiero. Stochastic Maximum Principle for Equations with Delay: Going to Infinite Dimensions to Solve the Nonconvex Case. SIAM J. Control and Optimization, 63(6):3880-3914, 2025. [doi]

Abstract

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