Stochastic Optimal Control Problems and Parabolic Equations in Banach Spaces (Q3614794)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic Optimal Control Problems and Parabolic Equations in Banach Spaces |
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Stochastic Optimal Control Problems and Parabolic Equations in Banach Spaces (English)
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10 March 2009
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stochastic optimal control
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infinite dimensional stochastic processes
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Banach spaces
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backward stochastic differential equations
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Hamilton-Jacobi-Bellman equations
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