Stochastic maximum principle for optimal control of partial differential equations driven by white noise (Q1617259)
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scientific article; zbMATH DE number 6974886
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| English | Stochastic maximum principle for optimal control of partial differential equations driven by white noise |
scientific article; zbMATH DE number 6974886 |
Statements
Stochastic maximum principle for optimal control of partial differential equations driven by white noise (English)
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7 November 2018
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stochastic maximum principle
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stochastic partial differential equations
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backward stochastic partial differential equations
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stochastic optimal control
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white noise
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0.9189550876617432
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0.9075660705566406
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0.8941546678543091
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0.8781488537788391
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0.8733379244804382
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