ESAIM: Control, Optimisation and Calculus of Variations (ESAIM: COCV)

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A class of infinite-horizon stochastic delay optimal control problems and a viscosity solution to the associated HJB equation

Jianjun Zhou

ESAIM: COCV, 24 2 (2018) 639-676

Published online: 26 January 2018

DOI: 10.1051/cocv/2017042

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