Oct 16, 2017 · Abstract:In this paper we study stochastic control problems with delayed information, that is, the control at time t can depend only on the ...

In this paper we study stochastic control problems with delayed information, that is, the control at time $t$ can depend only on the information observed ...

This paper shall build connections rigorously, and obtain the existence of classical solution of these nonlinear (path-dependent) master equations in a ...

Zhang, Stochastic Control with Delayed Information and Related Nonlinear Master Equation , SIAM Journal on Control and Optimization, 57 (2019), 693-717. H ...

Stochastic Control with Delayed Information and Related Nonlinear Master Equation ... Control with Delayed Information and Related Nonlinear Master Equation.

Saporito and Zhang (2019), "Stochastic Control with Delayed Information and Related Nonlinear Master Equation", SICON. [journal] [arXiv]. Duarte, Saporito ...

Stochastic control with delayed information and related nonlinear master equation. YF Saporito, J Zhang. SIAM Journal on Control and Optimization 57 (1), 693- ...

... control problems governed by delay equations with delay in the control ... Stochastic Control with Delayed Information and Related Nonlinear Master Equation.

Stochastic Control with Delayed Information and Related Nonlinear Master Equation ... Control with Delayed Information and Related Nonlinear Master Equation.

Stochastic Control with Delayed Information and Related Nonlinear Master Equation ... In this paper we study stochastic control problems with delayed information ...