Optimal control of stochastic functional differential equations with a bounded memory-Reference-Cited by-同舟云学术

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Optimal control of stochastic functional differential equations with a bounded memory

Published:2008-02 Issue:1 Volume:80 Page:69-96
ISSN:1744-2508
Container-title:Stochastics
language:en
Short-container-title:Stochastics

Author:

Chang Mou-Hsiung (Harry)¹,Pang Tao²,Pemy Moustapha³

Affiliation:

1. a Mathematics Division , US Army Research Office , P.O. Box 12211, RTP, NC, 27709, USA

2. b Department of Mathematics , Center for Research in Scientific Computation, North Carolina State University , Raleigh, NC, 27695-8205, USA

3. c Department of Mathematics , Towson University , Towson, MD, 21252-0001, USA

Publisher

Informa UK Limited

Subject

Modelling and Simulation,Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/17442500701605494

Reference21 articles.

1. Chang, M.H., Pang, T. and Pemy, M., 2006, Finite difference approximations for stochastic control systems with delay, Preprint.

2. User’s guide to viscosity solutions of second order partial differential equations

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