Stochastic Maximum Principle for Optimal Control of a Class of Nonlinear SPDEs with Dissipative Drift (Q2796008): Difference between revisions

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Latest revision as of 15:45, 11 July 2024

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Stochastic Maximum Principle for Optimal Control of a Class of Nonlinear SPDEs with Dissipative Drift
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    Stochastic Maximum Principle for Optimal Control of a Class of Nonlinear SPDEs with Dissipative Drift (English)
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    23 March 2016
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    stochastic optimal control
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    stochastic partial differential equations
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    stochastic maximum principle
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    backward stochastic partial differential equations
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