Hamilton–Jacobi–Bellman Equations for the Optimal Control of the Duncan–Mortensen–Zakai Equation☆☆☆

By Fausto Gozzi, Andrzej Swiech. 2000

56 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance, Modeling and Simulation

View Paper: https://www.semanticscholar.org/paper/c938cea0ce805a84b281018c42de7bc93adf6c6e

Citations in the corpus

• Stochastic optimal control of delay equations arising in advertising models (2004, unknown): “Lions [26], [27], [28], Świȩch [32], Gozzi, Rouy, and Świȩch [17], Gozzi and Świȩch [19], Gozzi, Sritharan, and Świȩch [18].”