Malliavin calculus applied to optimal control of stochastic partial differential equations with jumps (Q5411913): Difference between revisions
From MaRDI portal
Latest revision as of 10:23, 8 July 2024
scientific article; zbMATH DE number 6288403
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Malliavin calculus applied to optimal control of stochastic partial differential equations with jumps |
scientific article; zbMATH DE number 6288403 |
Statements
Malliavin calculus applied to optimal control of stochastic partial differential equations with jumps (English)
0 references
25 April 2014
0 references
stochastic partial differential equation
0 references
optimal control
0 references
maximum principle
0 references
Malliavin calculus
0 references
partial information
0 references
0 references
0 references
0 references
0 references
