Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Stochastic Optimal Control with Delay in the Control: solution through
  partial smoothing   Stochastic optimal control problems governed by delay equations with delay in
the control are usually more difficult to study than the the ones when the
delay appears only in the state. This is particularly true when we look at the
associated Hamilton-Jacobi-Bellman (HJB) equation. Indeed, even in the
simplified setting (introduced first by Vinter and Kwong for the deterministic
case) the HJB equation is an infinite dimensional second order semilinear
Partial Differential Equation (PDE) that does not satisfy the so-called
"structure condition" which substantially means that "the noise enters the
system with the control." The absence of such condition, together with the lack
of smoothing properties which is a common feature of problems with delay,
prevents the use of the known techniques (based on Backward Stochastic
Differential Equations (BSDEs) or on the smoothing properties of the linear
part) to prove the existence of regular solutions of this HJB equation and so
no results on this direction have been proved till now.
  In this paper we provide a result on existence of regular solutions of such
kind of HJB equations and we use it to solve completely the corresponding
control problem finding optimal feedback controls also in the more difficult
case of pointwise delay. The main tool used is a partial smoothing property
that we prove for the transition semigroup associated to the uncontrolled
problem. Such results holds for a specific class of equations and data which
arises naturally in many applied problems.

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The categories of this paper are: astro-ph
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The categories of this paper are: comp-gas
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The categories of this paper are: cmp-lg
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The categories of this paper are: math-ph
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The categories of this paper are: patt-sol
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The categories of this paper are: acc-phys
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The categories of this paper are: bayes-an
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The categories of this paper are: q-alg
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The categories of this paper are: q-fin
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The categories of this paper are: chao-dyn
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The categories of this paper are: stat
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The categories of this paper are: mtrl-th
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The categories of this paper are: adap-org
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The categories of this paper are: hep-ex
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The categories of this paper are: quant-ph
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The categories of this paper are: atom-ph