Peng's Maximum Principle for Stochastic Partial Differential Equations (Q5157379)

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scientific article; zbMATH DE number 7410679
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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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