On the existence of optimal controls for SPDEs with boundary noise and boundary control (Q2848570)
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scientific article; zbMATH DE number 6212036
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the existence of optimal controls for SPDEs with boundary noise and boundary control |
scientific article; zbMATH DE number 6212036 |
Statements
26 September 2013
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stochastic control
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maximum principle
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stochastic evolution equation
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forward-backward stochastic differential system
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related stochastic Hamiltonian system
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boundary noise
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heat equation
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On the existence of optimal controls for SPDEs with boundary noise and boundary control (English)
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