Strong error estimates for a space-time discretization of the linear-quadratic control problem with the stochastic heat equation with linear noise (Q5042896)
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scientific article; zbMATH DE number 7607702
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Strong error estimates for a space-time discretization of the linear-quadratic control problem with the stochastic heat equation with linear noise |
scientific article; zbMATH DE number 7607702 |
Statements
Strong error estimates for a space-time discretization of the linear-quadratic control problem with the stochastic heat equation with linear noise (English)
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26 October 2022
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error estimate
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stochastic linear quadratic problem
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stochastic heat equation
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Pontryagin's maximum principle
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stochastic Riccati equation
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