Optimal Controls for Stochastic Partial Differential Equations (Q3472030): Difference between revisions
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Revision as of 11:24, 5 March 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)
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1990
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weak convergence
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convexity condition
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controlled linear stochastic partial differential equations
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compactification
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relaxed control
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Bellman principle
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stochastic control of diffusions
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partial observation
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