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Stochastic maximum principle for optimal control of SPDEs - MaRDI portal

Stochastic maximum principle for optimal control of SPDEs (Q5920294)

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scientific article; zbMATH DE number 6272876
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English
Stochastic maximum principle for optimal control of SPDEs
scientific article; zbMATH DE number 6272876

    Statements

    title
    Stochastic maximum principle for optimal control of SPDEs (English)
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    author
    Marco Fuhrman
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    Ying Hu
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    Gianmario Tessitore
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    publication date
    24 March 2014
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    zbMATH Keywords
    stochastic maximum principle
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    stochastic partial differential equation
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    optimal control
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    adjoint process
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    cites work
    Q4283325
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    Q4255599
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    Identifiers

    Mathematics Subject Classification ID
    93E20
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    49K45
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    60H15
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    zbMATH DE Number
    6272876
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    OpenAlex ID
    W2081720351
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    arXiv ID
    1302.0286
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