Malliavin calculus applied to optimal control of stochastic partial differential equations with jumps (Q5411913)

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scientific article; zbMATH DE number 6288403
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Malliavin calculus applied to optimal control of stochastic partial differential equations with jumps
scientific article; zbMATH DE number 6288403

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    Malliavin calculus applied to optimal control of stochastic partial differential equations with jumps (English)
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    25 April 2014
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    stochastic partial differential equation
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    optimal control
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    maximum principle
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    Malliavin calculus
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    partial information
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