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Optimality conditions for parabolic stochastic optimal control problems with boundary controls - MaRDI portal

Optimality conditions for parabolic stochastic optimal control problems with boundary controls (Q6657500)

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scientific article; zbMATH DE number 7962325
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English
Optimality conditions for parabolic stochastic optimal control problems with boundary controls
scientific article; zbMATH DE number 7962325

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    Optimality conditions for parabolic stochastic optimal control problems with boundary controls (English)
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    6 January 2025
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    stochastic optimal control
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    boundary control
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    neccessary optimality conditions
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    backward stochastic evolution equations
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