A linear quadratic control problem for the stochastic heat equation driven by Q-Wiener processes (Q2405395)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A linear quadratic control problem for the stochastic heat equation driven by Q-Wiener processes |
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A linear quadratic control problem for the stochastic heat equation driven by Q-Wiener processes (English)
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25 September 2017
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heat equation
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stochastic control
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Neumann boundary condition
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Q-Wiener process
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fractional power operator
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Riccati equation
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