scientific article; zbMATH DE number 4154356

zbMATH Open0703.93074MaRDI QIDQ3483210FDOQ3483210

Authors: Franco Flandoli 

Publication date: 1990

Title of this publication is not available (Why is that?)

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zbMATH Keywords

Riccati equationboundary control of a stochastic parabolic system

Mathematics Subject Classification ID

Existence of optimal solutions to problems involving randomness (49J55) Dynamic programming in optimal control and differential games (49L20) Optimal stochastic control (93E20)

Cited In (4)

• Title not available (Why is that?)
• Direct solution of a Riccati equation arising in a stochastic control problem with control and observation on the boundary
• A free boundary problem related to singular stochastic control: the parabolic case
• Existence of the optimal control for stochastic boundary control problems governed by semilinear parabolic equations

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