scientific article; zbMATH DE number 4078419
From MaRDI portal
Publication:3808971
control of stochastic evolution equationsduality theorymaximum principlestochastic partial differential equation of hyperbolic typestochastic partial differential equations
Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Research exposition (monographs, survey articles) pertaining to systems and control theory (93-02) Optimal stochastic control (93E20)
Recommendations
- General Pontryagin-type stochastic maximum principle and backward stochastic evolution equations in infinite dimensions
- Optimal control of semilinear stochastic evolution equations
- Maximum principle for controlled stochastic evolution equations
- scientific article; zbMATH DE number 3978966
- On ergodic control of stochastic evolution equations
Cited in
(9)- Optimal control results for a class of stochastic Schrödinger equations
- Estimation and control problems for stochastic partial differential equations
- Regularity of backward stochastic Volterra integral equations in Hilbert spaces
- Filtering and controal of stochastic differential equations with unbounded coefficients
- scientific article; zbMATH DE number 48405 (Why is no real title available?)
- scientific article; zbMATH DE number 1896412 (Why is no real title available?)
- Research problems of Jerzy Zabczyk
- Existence of optimal and -optimal controls for the stochastic Navier-Stokes equation
- Continuity of cost functional and optimal feedback controls for the stochastic Navier Stokes equation in 2D
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3808971)
