Estimation and control problems for stochastic partial differential equations

DOI10.1007/978-1-4614-8286-4zbMath1287.60002OpenAlexW647413692MaRDI QIDQ2393354

Olena N. Deriyeva, Pavel S. Knopov

Publication date: 7 August 2013

Published in: Springer Optimization and Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-1-4614-8286-4

zbMATH Keywords

stochastic optimal controltransport equationstochastic PDEprediction problems

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Optimality conditions for problems involving randomness (49K45) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Existence of optimal solutions to problems involving randomness (49J55)

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