Maximum principle for optimal control of SPDEs with locally monotone coefficients (Q5043504)
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scientific article; zbMATH DE number 7596507
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Maximum principle for optimal control of SPDEs with locally monotone coefficients |
scientific article; zbMATH DE number 7596507 |
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Maximum principle for optimal control of SPDEs with locally monotone coefficients (English)
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6 October 2022
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necessary conditions for optimality
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stochastic optimal control
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stochastic partial differential equation
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