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Optimal control of a stochastic delay partial differential equation with boundary-noise and boundary-control - MaRDI portal

Optimal control of a stochastic delay partial differential equation with boundary-noise and boundary-control (Q2260468)

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Optimal control of a stochastic delay partial differential equation with boundary-noise and boundary-control
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    Optimal control of a stochastic delay partial differential equation with boundary-noise and boundary-control (English)
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    10 March 2015
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    stochastic delay partial differential equations
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    boundary noise
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    boundary control
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    optimal control
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    backward stochastic differential equations
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