Optimal control of a stochastic delay heat equation with boundary-noise and boundary-control (Q5499790)
From MaRDI portal
scientific article; zbMATH DE number 6468575
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal control of a stochastic delay heat equation with boundary-noise and boundary-control |
scientific article; zbMATH DE number 6468575 |
Statements
Optimal control of a stochastic delay heat equation with boundary-noise and boundary-control (English)
0 references
31 July 2015
0 references
stochastic delay heat equation
0 references
boundary-noise
0 references
boundary-control
0 references
optimal control
0 references
Hamilton-Jacobi-Bellman equations
0 references
backward stochastic differential equations
0 references
0 references
0 references
0 references
0 references
