Optimal control of a stochastic delay heat equation with boundary-noise and boundary-control (Q5499790)

From MaRDI portal





scientific article; zbMATH DE number 6468575
Language Label Description Also known as
default for all languages
No label defined
    English
    Optimal control of a stochastic delay heat equation with boundary-noise and boundary-control
    scientific article; zbMATH DE number 6468575

      Statements

      Optimal control of a stochastic delay heat equation with boundary-noise and boundary-control (English)
      0 references
      0 references
      31 July 2015
      0 references
      stochastic delay heat equation
      0 references
      boundary-noise
      0 references
      boundary-control
      0 references
      optimal control
      0 references
      Hamilton-Jacobi-Bellman equations
      0 references
      backward stochastic differential equations
      0 references
      0 references
      0 references
      0 references

      Identifiers

      0 references
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references