| dc.date.accessioned | 2013-03-12T08:19:25Z | |
| dc.date.available | 2013-03-12T08:19:25Z | |
| dc.date.issued | 2012 | en_US |
| dc.date.submitted | 2012-07-18 | en_US |
| dc.identifier.uri | http://hdl.handle.net/10852/10435 | |
| dc.description.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. | eng |
| dc.language.iso | eng | en_US |
| dc.publisher | Matematisk Institutt, Universitetet i Oslo | |
| dc.relation.ispartof | Preprint series. Pure mathematics http://urn.nb.no/URN:NBN:no-8076 | en_US |
| dc.relation.uri | http://urn.nb.no/URN:NBN:no-8076 | |
| dc.rights | © The Author(s) (2012). This material is protected by copyright law. Without explicit authorisation, reproduction is only allowed in so far as it is permitted by law or by agreement with a collecting society. | |
| dc.title | A MAXIMUM PRINCIPLE FOR INFINITE HORIZON DELAY EQUATIONS | en_US |
| dc.type | Research report | en_US |
| dc.date.updated | 2012-07-18 | en_US |
| dc.rights.holder | Copyright 2012 The Author(s) | |
| dc.creator.author | Haadem, Sven | en_US |
| dc.creator.author | Øksendal, Bernt | en_US |
| dc.creator.author | Proske, Frank | en_US |
| dc.creator.author | Agram, Nacira | en_US |
| dc.subject.nsi | VDP::410 | en_US |
| dc.identifier.cristin | 933074 | en_US |
| dc.identifier.urn | URN:NBN:no-31292 | en_US |
| dc.type.document | Forskningsrapport | en_US |
| dc.identifier.duo | 167465 | en_US |
| dc.identifier.fulltext | Fulltext https://www.duo.uio.no/bitstream/handle/10852/10435/1/Delay_infhor.pdf | |