Optimal Control of Infinite-Dimensional Differential Systems with Randomness and Path-Dependence and Stochastic Path-Dependent Hamilton–Jacobi Equations (Q6192289): Difference between revisions
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Latest revision as of 20:20, 30 December 2024
scientific article; zbMATH DE number 7815229
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Control of Infinite-Dimensional Differential Systems with Randomness and Path-Dependence and Stochastic Path-Dependent Hamilton–Jacobi Equations |
scientific article; zbMATH DE number 7815229 |
Statements
Optimal Control of Infinite-Dimensional Differential Systems with Randomness and Path-Dependence and Stochastic Path-Dependent Hamilton–Jacobi Equations (English)
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11 March 2024
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stochastic path-dependent Hamilton-Jacobi equation
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stochastic optimal control
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viscosity solution
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backward stochastic partial differential equation
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