Optimality principle and synthesis for a stochastic control problem in hilbert spaces (Q3335663)
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scientific article; zbMATH DE number 3867208
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| English | Optimality principle and synthesis for a stochastic control problem in hilbert spaces |
scientific article; zbMATH DE number 3867208 |
Statements
Optimality principle and synthesis for a stochastic control problem in hilbert spaces (English)
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1984
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minimization of a convex functional
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Hilbert-valued linear stochastic system
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value function
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0.8305923342704773
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0.8225371837615967
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0.8201793432235718
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