Infinite horizon optimal control problem for stochastic evolution equations in Hilbert spaces (Q315757)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Infinite horizon optimal control problem for stochastic evolution equations in Hilbert spaces |
scientific article; zbMATH DE number 6629419
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Infinite horizon optimal control problem for stochastic evolution equations in Hilbert spaces |
scientific article; zbMATH DE number 6629419 |
Statements
Infinite horizon optimal control problem for stochastic evolution equations in Hilbert spaces (English)
0 references
23 September 2016
0 references
infinite horizon optimal control
0 references
backward stochastic differential equations
0 references
stochastic evolution equations
0 references
quadratic growth
0 references
0 references
0 references
0 references
0 references
0 references
0 references
