Maximum principle for an optimal control problem associated to a SPDE with nonlinear boundary conditions (Q1635597): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 04:09, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Maximum principle for an optimal control problem associated to a SPDE with nonlinear boundary conditions |
scientific article |
Statements
Maximum principle for an optimal control problem associated to a SPDE with nonlinear boundary conditions (English)
0 references
31 May 2018
0 references
stochastic control
0 references
maximum principle
0 references
stochastic evolution equation
0 references
backward stochastic differential equation
0 references
