Stochastic maximum principle for SPDEs with noise and control on the boundary (Q2430966): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
Changed an Item |
||
| Property / arXiv ID | |||
| Property / arXiv ID: 0807.3096 / rank | |||
Normal rank | |||
Revision as of 06:14, 19 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic maximum principle for SPDEs with noise and control on the boundary |
scientific article |
Statements
Stochastic maximum principle for SPDEs with noise and control on the boundary (English)
0 references
8 April 2011
0 references
stochastic control
0 references
maximum principle
0 references
stochastic evolution equation
0 references
backward stochastic differential equation
0 references
