Stochastic maximum principle for optimal control of partial differential equations driven by white noise (Q1617259): Difference between revisions
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Latest revision as of 22:50, 10 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic maximum principle for optimal control of partial differential equations driven by white noise |
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Stochastic maximum principle for optimal control of partial differential equations driven by white noise (English)
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7 November 2018
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stochastic maximum principle
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stochastic partial differential equations
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backward stochastic partial differential equations
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stochastic optimal control
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white noise
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