Infinite horizon optimal control problem for stochastic evolution equations in Hilbert spaces (Q315757): Difference between revisions
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| Property / Mathematics Subject Classification ID: 93E20 / rank | |||
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| Property / Mathematics Subject Classification ID: 60H30 / rank | |||
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| Property / Mathematics Subject Classification ID: 60H15 / rank | |||
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| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6629419 / rank | |||
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infinite horizon optimal control | |||
| Property / zbMATH Keywords: infinite horizon optimal control / rank | |||
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backward stochastic differential equations | |||
| Property / zbMATH Keywords: backward stochastic differential equations / rank | |||
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stochastic evolution equations | |||
| Property / zbMATH Keywords: stochastic evolution equations / rank | |||
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quadratic growth | |||
| Property / zbMATH Keywords: quadratic growth / rank | |||
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Revision as of 00:55, 28 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Infinite horizon optimal control problem for stochastic evolution equations in Hilbert spaces |
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Infinite horizon optimal control problem for stochastic evolution equations in Hilbert spaces (English)
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23 September 2016
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infinite horizon optimal control
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backward stochastic differential equations
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stochastic evolution equations
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quadratic growth
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