Peng's Maximum Principle for Stochastic Partial Differential Equations (Q5157379): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 19:02, 5 March 2024
scientific article; zbMATH DE number 7410679
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Peng's Maximum Principle for Stochastic Partial Differential Equations |
scientific article; zbMATH DE number 7410679 |
Statements
Peng's Maximum Principle for Stochastic Partial Differential Equations (English)
0 references
18 October 2021
0 references
stochastic maximum principle
0 references
Pontryagin maximum principle
0 references
stochastic optimal control
0 references
necessary condition
0 references
spike variation
0 references
