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Publication:3074090
zbMath1220.60031MaRDI QIDQ3074090
Publication date: 14 February 2011
Full work available at URL: http://www.m-hikari.com/ijma/ijma-2010/ijma-29-32-2010/index.html
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maximum principlestochastic controlbackward stochastic partial differential equationsstrong orthogonality
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Maximum principles in context of PDEs (35B50) Optimal stochastic control (93E20) Martingales with continuous parameter (60G44) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)
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Necessary and Sufficient Conditions of Optimalcontrol for Infinite Dimensional SDEs ⋮ Stochastic optimal control for backward stochastic partial differential systems ⋮ Sufficient stochastic maximum principle for discounted control problem ⋮ Necessary conditions for optimal control of stochastic evolution equations in Hilbert spaces ⋮ Unnamed Item ⋮ A variational formula for controlled backward stochastic partial differential equations and some applications
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