Optimal Controls for Stochastic Partial Differential Equations (Q3472030): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 21:20, 4 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Controls for Stochastic Partial Differential Equations |
scientific article |
Statements
Optimal Controls for Stochastic Partial Differential Equations (English)
0 references
1990
0 references
weak convergence
0 references
convexity condition
0 references
controlled linear stochastic partial differential equations
0 references
compactification
0 references
relaxed control
0 references
Bellman principle
0 references
stochastic control of diffusions
0 references
partial observation
0 references
