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A Maximum Principle for Optimal Control of Stochastic Evolution Equations - MaRDI portal

A Maximum Principle for Optimal Control of Stochastic Evolution Equations (Q5408795)

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scientific article; zbMATH DE number 6283145
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A Maximum Principle for Optimal Control of Stochastic Evolution Equations
scientific article; zbMATH DE number 6283145

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    A Maximum Principle for Optimal Control of Stochastic Evolution Equations (English)
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    11 April 2014
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    maximum principle
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    stochastic evolution equation
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    \(L^{p}\) estimate
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    stochastic bilinear functional
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    operator-valued stochastic process
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