Stochastic optimal control for backward stochastic partial differential systems (Q1947337)
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scientific article; zbMATH DE number 6156166
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic optimal control for backward stochastic partial differential systems |
scientific article; zbMATH DE number 6156166 |
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Stochastic optimal control for backward stochastic partial differential systems (English)
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22 April 2013
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backward stochastic partial differential equation
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stochastic maximum principle
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stochastic evolution equation
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backward stochastic evolution equation
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verification theorem
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