5 citations · 5 across the 2 of their papers we have counts for
2 papers
math.OC2012★ 5 cited
A maximum principle for infinite horizon delay equations
N. Agram, S. Haadem, B. Øksendal +1
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…
math.OC2012
A maximum principle for fractional diffusion processes with infinite horizon
Sven Haadem
We prove a maximum principle for the problem of optimal control for a fractional diffusion with infinite horizon. Further, we show existence of fractional backward stochastic diffe…