Stochastic Control with Delayed Information and Related Nonlinear Master Equation
Author:
Funder
National Science Foundation
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Subject
Applied Mathematics,Control and Optimization
Link
https://epubs.siam.org/doi/pdf/10.1137/17M1154746
Reference25 articles.
1. The quadratic problem for systems with time delays
2. A Maximum Principle for Stochastic Control with Partial Information
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5. Randomized dynamic programming principle and Feynman-Kac representation for optimal control of McKean-Vlasov dynamics
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