Stochastic control problems with delay

Author:

Bauer Harald,Rieder Ulrich

Publisher

Springer Science and Business Media LLC

Subject

Management Science and Operations Research,General Mathematics,Software

Reference13 articles.

1. Bauer H (2004) Fluid approximation for controlled stochastic networks with delayed dynamics. PhD thesis, University Ulm

2. Elsanosi I., Øksendal B., Sulem A (2001) Some solvable stochastic control problems with delay. Stoch Stoch Rep 71:69–89

3. Elsanousi I, Larssen B (2001) Optimal consumption under partial observation for a stochastic system with delay (preprint)

4. Fendick KW, Rodrigues MA (1994) Asymptotic analysis of adaptive rate control for diverse sources with delayed feedback. IEEE Trans Inf Theory 40(4):2008–2025

5. Fleming WH, Soner HM (1993) Controlled Markov processes and viscosity solutions. Springer, Berlin Heidelberg New York

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