A problem of optimal control of a stochastic sheet

DOI10.1007/s10559-010-9192-3zbMath1218.93110OpenAlexW2085223987MaRDI QIDQ1956984

T. V. Pepelyaeva

Publication date: 24 September 2010

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

Full work available at URL: https://doi.org/10.1007/s10559-010-9192-3

zbMATH Keywords

optimal controlstochastic differential equationfractional Wiener sheet

Mathematics Subject Classification ID

Optimal stochastic control (93E20)

Cites Work

• Unnamed Item
• A problem of control of random processes
• Hyperbolic Stochastic Partial Differential Equations with Additive Fractional Brownian Sheet

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