Semilinear Kolmogorov equations and applications to stochastic optimal control (Q2386416): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set OpenAlex properties. |
||
| (One intermediate revision by one other user not shown) | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1007/s00245-004-0810-6 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2169696263 / rank | |||
Normal rank | |||
Latest revision as of 21:51, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Semilinear Kolmogorov equations and applications to stochastic optimal control |
scientific article |
Statements
Semilinear Kolmogorov equations and applications to stochastic optimal control (English)
0 references
23 August 2005
0 references
mild solution
0 references
semilinear parabolic differential equations
0 references
Hamilton-Jacobi-Bellman equation
0 references
controlled stochastic partial differential equations
0 references
