scientific article; zbMATH DE number 6174844
From MaRDI portal
Publication:4925778
zbMath1283.93316MaRDI QIDQ4925778
Agnès Sulem, Tu-Sheng Zhang, Bernt Øksendal
Publication date: 12 June 2013
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
maximum principlesadjoint processespartial differential equations with jumpsPontryagin-Bismut-Bensoussan type
Optimal stochastic control (93E20) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)
Related Items
Stochastic maximum principle for SPDEs with delay ⋮ Optimal control for stochastic delay evolution equations ⋮ A stochastic optimal control problem governed by SPDEs via a spatial-temporal interaction operator ⋮ Infinite horizon stochastic maximum principle for stochastic delay evolution equations in Hilbert spaces