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Stochastic optimal control of a doubly nonlinear PDE driven by multiplicative Lévy noise - MaRDI portal

Stochastic optimal control of a doubly nonlinear PDE driven by multiplicative Lévy noise (Q2096955)

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scientific article; zbMATH DE number 7615103
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English
Stochastic optimal control of a doubly nonlinear PDE driven by multiplicative Lévy noise
scientific article; zbMATH DE number 7615103

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    Stochastic optimal control of a doubly nonlinear PDE driven by multiplicative Lévy noise (English)
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    11 November 2022
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    doubly nonlinear PDE
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    Lévy noise
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    weak solution
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    Skorokhod theorem
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    weak optimal control
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