Estimation and control problems for stochastic partial differential equations

DOI10.1007/978-1-4614-8286-4MaRDI QIDQ2393354zbMATHOpenAlexFDO

Authors Pavel S. Knopov, Olena N. Deriyeva

Publication date 7 August 2013

Published in Springer Optimization and Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-1-4614-8286-4

zbMATH Keywords

stochastic optimal controltransport equationstochastic PDEprediction problems

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) PDEs with randomness, stochastic partial differential equations (35R60) Existence of optimal solutions to problems involving randomness (49J55) Optimality conditions for problems involving randomness (49K45) Optimal stochastic control (93E20)

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