Optimal Control of Infinite-Dimensional Differential Systems with Randomness and Path-Dependence and Stochastic Path-Dependent Hamilton–Jacobi Equations (Q6192289)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Optimal Control of Infinite-Dimensional Differential Systems with Randomness and Path-Dependence and Stochastic Path-Dependent Hamilton–Jacobi Equations |
scientific article; zbMATH DE number 7815229
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Control of Infinite-Dimensional Differential Systems with Randomness and Path-Dependence and Stochastic Path-Dependent Hamilton–Jacobi Equations |
scientific article; zbMATH DE number 7815229 |
Statements
Optimal Control of Infinite-Dimensional Differential Systems with Randomness and Path-Dependence and Stochastic Path-Dependent Hamilton–Jacobi Equations (English)
0 references
11 March 2024
0 references
stochastic path-dependent Hamilton-Jacobi equation
0 references
stochastic optimal control
0 references
viscosity solution
0 references
backward stochastic partial differential equation
0 references
0 references
0 references
0 references
0 references
