Optimal control of backward stochastic heat equation with Neumann boundary control and noise (Q5411918)
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scientific article; zbMATH DE number 6288408
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal control of backward stochastic heat equation with Neumann boundary control and noise |
scientific article; zbMATH DE number 6288408 |
Statements
Optimal control of backward stochastic heat equation with Neumann boundary control and noise (English)
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25 April 2014
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backward stochastic heat equation
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Neumann boundary control
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boundary noise
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maximum principle
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linear-quadratic problem
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Riccati equation
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