An Algorithm for Infinite Dimensional Stochastic Control Problems (Q4795218)
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scientific article; zbMATH DE number 1872814
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An Algorithm for Infinite Dimensional Stochastic Control Problems |
scientific article; zbMATH DE number 1872814 |
Statements
23 February 2003
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stochastic maximum principle
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Bonnans algorithm
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adjoint process
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Hamilton functions
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finite-dimensional approximations
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An Algorithm for Infinite Dimensional Stochastic Control Problems (English)
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