Repository landing page

We are not able to resolve this OAI Identifier to the repository landing page. If you are the repository manager for this record, please head to the Dashboard and adjust the settings.
research
oaioai:www.duo.uio.no:10852/10435

A MAXIMUM PRINCIPLE FOR INFINITE HORIZON DELAY EQUATIONS

Authors
Publication date
1 January 2012
Publisher
Matematisk Institutt, Universitetet i Oslo

Abstract

We prove a maximum principle of optimal control of stochastic delay equations on infinite horizon. We establish first and second sufficient stochastic maximum principles as well as necessary conditions for that problem. We illustrate our results by an application to the optimal consumption rate from an economic quantity

Similar works

Full text

thumbnail-image

NORA - Norwegian Open Research Archives

redirect
oaioai:www.duo.uio.no:10852/10435
Last time updated on 19/04/2016

This paper was published in NORA - Norwegian Open Research Archives.

Having an issue?

Is data on this page outdated, violates copyrights or anything else? Report the problem now and we will take corresponding actions after reviewing your request.