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20072026
most citedStochastic Optimal Control with Delay in the Control I: solving the HJB equation through partial smoothing

37 citations · 100 across the 22 of their papers we have counts for

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math.PR2009

A Stochastic Optimal Control Problem for the Heat Equation on the Halfline with Dirichlet Boundary-noise and Boundary-control

Federica Masiero

We consider a controlled state equation of parabolic type on the halfline with boundary conditions of Dirichlet type in which the unknown is equal to the sum of the c…