Some Solvable Stochastic Control Problems With Delay

By Ismail Elsanosi, Bernt Øksendal, Agnès Sulem. 2000

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Stochastic optimal control of delay equations arising in advertising models (2004, background): “See also Elsanosi, Øksendal, and Sulem [8] for some solvable control problems of optimal harvesting, and Elsanosi and Larssen [7] for an application in financial mathematics.”
When Are HJB-Equations in Stochastic Control of Delay Systems Finite Dimensional? (2003, methodology): “This technique was also used by Elsanousi, Oksendal and Sulem in [4] where a singular control was used, and by Elsanousi in [3] where optimal stopping problems and impulse control problems were treated.”
Optimal control of stochastic delay equations and time-advanced backward stochastic differential equations (2011, background): “There are some papers dealing with this subject in the stochastic Brownian case: we refer to [11, 7, 13, 14, 16].”
Dynamic programming in stochastic control of systems with delay (2002, methodology): “[3] where a singular control was used, and in Ref.”