B. Larssen

WHEN ARE HJB-EQUATIONS FOR CONTROL PROBLEMS WITH STOCHASTIC DELAY EQUATIONS FINITE DIMENSIONAL?

N. Risebro, B. Larssen, 2001 .

Dynamic programming in stochastic control of systems with delay

B. Larssen, 2002 .

When Are HJB-Equations in Stochastic Control of Delay Systems Finite Dimensional?

Nils Henrik Risebro, Bjørnar Larssen, N. Risebro, 2003 .