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20072025
most citedStochastic maximum principle for problems with delay with general dependence on the past

8 citations · 16 across the 15 of their papers we have counts for

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math.PR2008

Ergodic Optimal Quadratic Control for an Affine Equation with Stochastic and Stationary Coefficients

Giuseppina Guatteri, Federica Masiero

We study ergodic quadratic optimal stochastic control problems for an affine state equation with state and control dependent noise and with stochastic coefficients. We assume stati…