Optimal solution control for a first-order partial stochastic differential equation

DOI10.1007/BF02742077MaRDI QIDQ1280959zbMATH OpenOpenAlexWikidataFDO

Authors B. V. Bondarev, Yulian N. Polshkov

Publication date 18 August 1999

Published in Cybernetics and Systems Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02742077

zbMATH Keywords

controloptimal controlGirsanov formulasolution representationfirst order stochastic partial differential equation

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Optimal stochastic control (93E20)

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