Semilinear Kolmogorov equations and applications to stochastic optimal control (Q2386416)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Semilinear Kolmogorov equations and applications to stochastic optimal control |
scientific article |
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Semilinear Kolmogorov equations and applications to stochastic optimal control (English)
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23 August 2005
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mild solution
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semilinear parabolic differential equations
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Hamilton-Jacobi-Bellman equation
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controlled stochastic partial differential equations
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