Infinite horizon optimal control problem for stochastic evolution equations in Hilbert spaces (Q315757): Difference between revisions

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+H15
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+6629419
@@ Property / zbMATH DE Number: 6629419 / rank @@
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@@ Property / zbMATH Keywords @@
+infinite horizon optimal control
@@ Property / zbMATH Keywords: infinite horizon optimal control / rank @@
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@@ Property / zbMATH Keywords @@
+backward stochastic differential equations
@@ Property / zbMATH Keywords: backward stochastic differential equations / rank @@
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@@ Property / zbMATH Keywords @@
+stochastic evolution equations
@@ Property / zbMATH Keywords: stochastic evolution equations / rank @@
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@@ Property / zbMATH Keywords @@
+quadratic growth
@@ Property / zbMATH Keywords: quadratic growth / rank @@
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+https://doi.org/10.1007/s10883-015-9307-2
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+W2231533579
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+Adapted solution of a backward stochastic differential equation
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+On Filippov's Implicit Functions Lemma
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+Publication:315757