General Pontryagin-Type Stochastic Maximum Principle and Backward Stochastic Evolution Equations in Infinite Dimensions (Q5414724)

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scientific article; zbMATH DE number 6292879
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General Pontryagin-Type Stochastic Maximum Principle and Backward Stochastic Evolution Equations in Infinite Dimensions
scientific article; zbMATH DE number 6292879

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    General Pontryagin-Type Stochastic Maximum Principle and Backward Stochastic Evolution Equations in Infinite Dimensions (English)
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    7 May 2014
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    Pontryagin-type stochastic maximum principle
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    backward stochastic evolution equations
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