Stochastic Optimal Control for the Stochastic Heat Equation with Exponentially Growing Coefficients and with Control and Noise on a Subdomain (Q3518310)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic Optimal Control for the Stochastic Heat Equation with Exponentially Growing Coefficients and with Control and Noise on a Subdomain |
scientific article |
Statements
Stochastic Optimal Control for the Stochastic Heat Equation with Exponentially Growing Coefficients and with Control and Noise on a Subdomain (English)
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7 August 2008
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Backward stochastic differential equations
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Hamilton Jacobi Bellman equations
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