Stochastic maximum principle for optimal control of SPDEs (Q5920294): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
ReferenceBot (talk | contribs)
Changed an Item
 
(2 intermediate revisions by 2 users not shown)
Property / OpenAlex ID
 
Property / OpenAlex ID: W2081720351 / rank
 
Normal rank
Property / arXiv ID
 
Property / arXiv ID: 1302.0286 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic maximum principle for distributed parameter systems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic Equations in Infinite Dimensions / rank
 
Normal rank
Property / cites work
 
Property / cites work: A General Stochastic Maximum Principle for Optimal Control Problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Maximum Principle for Optimal Control of Stochastic Evolution Equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic maximum principle for optimal control of SPDEs / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic maximum principle for SPDEs with noise and control on the boundary / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the Backward Stochastic Riccati Equation in Infinite Dimensions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Adapted solution of a backward semilinear stochastic evolution equation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Maximum principle for semilinear stochastic evolution control systems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Analytic semigroups and optimal regularity in parabolic problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: General Pontryagin-Type Stochastic Maximum Principle and Backward Stochastic Evolution Equations in Infinite Dimensions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal control of stochastic delay equations and time-advanced backward stochastic differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Semigroups of linear operators and applications to partial differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4283325 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Some Remarks on the Riccati Equation Arising in an Optimal Control Problem with State- and Control-Dependent Noise / rank
 
Normal rank
Property / cites work
 
Property / cites work: Existence, uniqueness and space regularity of the adapted solutions of a backward spde / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic integration in UMD Banach spaces / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4255599 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the Necessary Conditions of Optimal Controls for Stochastic Partial Differential Equations / rank
 
Normal rank

Latest revision as of 11:56, 7 July 2024

scientific article; zbMATH DE number 6272876
Language Label Description Also known as
English
Stochastic maximum principle for optimal control of SPDEs
scientific article; zbMATH DE number 6272876

    Statements

    Stochastic maximum principle for optimal control of SPDEs (English)
    0 references
    0 references
    0 references
    0 references
    24 March 2014
    0 references
    stochastic maximum principle
    0 references
    stochastic partial differential equation
    0 references
    optimal control
    0 references
    adjoint process
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references