Optimal solution control for a first-order partial stochastic differential equation

DOI10.1007/BF02742077zbMath0932.93086OpenAlexW2090002317WikidataQ115391822 ScholiaQ115391822MaRDI QIDQ1280959

B. V. Bondarev, Yu. N. Polshkov

Publication date: 18 August 1999

Published in: Cybernetics and Systems Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02742077

zbMATH Keywords

controloptimal controlGirsanov formulasolution representationfirst order stochastic partial differential equation

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Cites Work

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