First Order BSPDEs in Higher Dimension for Optimal Control Problems (Q5347542)
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scientific article; zbMATH DE number 6722968
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | First Order BSPDEs in Higher Dimension for Optimal Control Problems |
scientific article; zbMATH DE number 6722968 |
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First Order BSPDEs in Higher Dimension for Optimal Control Problems (English)
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24 May 2017
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stochastic optimal control
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Hamilton-Jacobi-Bellman equations
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backward SPDEs
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first order BSPDEs
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