Optimality conditions for parabolic stochastic optimal control problems with boundary controls (Q6657500)
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scientific article; zbMATH DE number 7962325
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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