Optimal control of a stochastic heat equation with boundary-noise and boundary-control (Q3424601)

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scientific article; zbMATH DE number 5130576
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    Optimal control of a stochastic heat equation with boundary-noise and boundary-control
    scientific article; zbMATH DE number 5130576

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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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