Optimal control of a stochastic heat equation with boundary-noise and boundary-control (Q3424601)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal control of a stochastic heat equation with boundary-noise and boundary-control |
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Optimal control of a stochastic heat equation with boundary-noise and boundary-control (English)
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2 March 2007
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stochastic heat equation
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Neuman boundary condition
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boundary control
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Hamilton-Jacobi-Bellman equation
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forward-backward stochastic differential equation
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