Peng's Maximum Principle for Stochastic Partial Differential Equations (Q5157379)
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scientific article; zbMATH DE number 7410679
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Peng's Maximum Principle for Stochastic Partial Differential Equations |
scientific article; zbMATH DE number 7410679 |
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Peng's Maximum Principle for Stochastic Partial Differential Equations (English)
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18 October 2021
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stochastic maximum principle
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Pontryagin maximum principle
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stochastic optimal control
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necessary condition
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spike variation
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