zbMath0759.60069MaRDI QIDQ4015660
Piermarco Cannarsa, Giuseppe Da Prato
Publication date: 16 January 1993
zbMATH Keywords
stochastic partial differential equations; Hamilton-Jacobi equations; probabilistic representation formula; stochastic optimal control of distributed parameter systems
Mathematics Subject Classification ID
93E20: Optimal stochastic control
60H99: Stochastic analysis