Stochastic Maximum Principle for Optimal Control of a Class of Nonlinear SPDEs with Dissipative Drift (Q2796008)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic Maximum Principle for Optimal Control of a Class of Nonlinear SPDEs with Dissipative Drift |
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Stochastic Maximum Principle for Optimal Control of a Class of Nonlinear SPDEs with Dissipative Drift (English)
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23 March 2016
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stochastic optimal control
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stochastic partial differential equations
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stochastic maximum principle
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backward stochastic partial differential equations
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