Stochastic Maximum Principle for Optimal Control of a Class of Nonlinear SPDEs with Dissipative Drift (Q2796008): Difference between revisions
From MaRDI portal
Latest revision as of 15:45, 11 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Stochastic Maximum Principle for Optimal Control of a Class of Nonlinear SPDEs with Dissipative Drift |
scientific article |
Statements
Stochastic Maximum Principle for Optimal Control of a Class of Nonlinear SPDEs with Dissipative Drift (English)
0 references
23 March 2016
0 references
stochastic optimal control
0 references
stochastic partial differential equations
0 references
stochastic maximum principle
0 references
backward stochastic partial differential equations
0 references
0 references
0 references