Stochastic maximum principle for optimal control of SPDEs (Q5920294): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 07:11, 5 March 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
24 March 2014
0 references
stochastic maximum principle
0 references
stochastic partial differential equation
0 references
optimal control
0 references
adjoint process
0 references
